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Peter Cotton

Chief Data Scientist at ExodusPoint Capital Management, LP

Peter Cotton is a highly experienced data scientist currently leading data science at Intech Investments. He specializes in portfolio construction and has made significant contributions to the field with the invention of Schur Portfolio allocation. Peter is the brains behind 'microprediction,' including packages, a book, and a live probability exchange.

Before his current role, Peter founded Benchmark Solutions, a data company acquired by BBG, and worked on innovative applications of control theory in OTC trading and privacy-preserving Machine Learning at J.P. Morgan. His career kicked off by pioneering closed-form CDO pricing at Morgan Stanley.

Peter holds a Ph.D. in Mathematics from Stanford University and a BSc Hons in Physics and Mathematics from UNSW. Previously, he has held key positions at ExodusPoint Capital Management, J.P. Morgan, Benchmark Solutions, and Morgan Stanley.

Peter is a valuable resource for those interested in data science, offering insightful advice to job applicants. He keeps himself engaged during the pandemic with activities like zwift, bullet chess, and amateur epidemiology.

For those seeking assistance, Peter provides free services like live model residual analysis, benchmarking of time-series algorithms, and predicting live measured quantities. He also recommends valuable resources such as the 'Quant Book of the Year' and offers ways to connect through Slack and office hours.

Peter Cotton's expertise spans a wide range of domains, showcasing his deep knowledge and innovative mindset in the world of data science and portfolio management.

Peter Cotton
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Location

New York, New York, United States