Skip to content

Latest commit

 

History

History
7 lines (1 loc) · 1.02 KB

mitbio.md

File metadata and controls

7 lines (1 loc) · 1.02 KB

Dr Peter Cotton is a quantitative finance practitioner, entrepreneur, open-source contributor and thought leader. His book Microprediction: Building and Open AI Network fortells the rise of decentralized artificial intelligence. His theoretical contributions to financial theory include the mathematical unification of the two sides of portfolio theory: hierarchical and optimization-based methods. He has led data science efforts at buy-side firms with more than ten billion AUM on two occasions and has also held senior positions in sell-side firms. He pioneered the application of control theory to over-the-counter trading at JP Morgan and led CDO pricing for Morgan Stanley. He has co-founded two companies: Benchmark Solutions, acquired by Bloomberg and later Crunch Labs, where he serves as Chief Scientific Officer. His contributions to open source include Python packages for timeseries, optimization and portfolio construction with over a million downloads. He received his doctorate in mathematics from Stanford University.