The LSE Directory / Quant researchers
Euan Sinclair is a New Zealand-born quantitative options trader with roughly 30 years of professional experience, holding a PhD in theoretical physics from the University of Bristol. He is the author of three widely cited Wiley books, Volatility Trading (2008, 2nd ed. 2013), Option Trading (2010), and Positional Option Trading (2020), which are treated as standard references on the volatility risk premium and quantitative option strategy. His career spans clerking on the LIFFE floor and market making DAX and EuroStoxx options at Bluefin Trading, co-founding and running the fintech startup FactorWave, and a partnership at volatility hedge fund Talton Capital Management, before joining Hull Tactical Asset Allocation in Chicago, where he manages volatility exposures and researches predictive "micro-alpha" indicators. He also serves on the editorial board of the Journal of Investment Strategies, teaches an options volatility course through QuantInsti/Quantra, and posts as @SinclairEuan on X, where a third-party mirror lists him at roughly 31,000 followers.
