Dr. Peter Cotton Chief Data Scientist at Intech Investment Management LLC
Peter currently leads data science for Intech Investments where Peter works on the theory and practice of portfolio construction. Peter is also the creator and maintainer of various things “microprediction” (packages, book and live probability exchange). Previously Peter founded Benchmark Solutions, an enterprise data company swallowed by BBG. Peter pioneered control theory application to OTC trading, privacy-preserving Machine Learning, and other things at J.P. Morgan. Peter began his career, long ago, by inventing closed-form CDO pricing for Morgan Stanley. Lastly, Peter tries to maintain my sanity during the pandemic with zwift, bullet chess, and amateur epidemiology.
- Best way I can help you: * Free live model residual analysis –> See https://microprediction.github.io/microprediction/publish.html * Free prediction of any other live measured quantity.
- Buy the book https://mitpress.mit.edu/9780262047326/microprediction/ * Run a script forever https://microprediction.github.io/microprediction/setup
- Best ways to contact me: * https://microprediction.github.io/microprediction/slack.html *
- Office hours https://microprediction.github.io/microprediction/meet.html
- My interests: * https://github.com/microprediction/home * https://microprediction.github.io/microprediction/tldr My limited advice for data science job applicants: * https://www.microprediction.com/blog/livedata