The LSE Directory / Quant researchers
Pat Hennessy, CMT (Patrick Hennessy) is an American derivatives professional best known as one of the earliest researchers of 0DTE (zero days to expiration) SPX option strategies, posting daily-expiration flow statistics and systematic strategy performance monitors to his X audience. He spent a decade at Denver-based options asset manager IPS Strategic Capital (2013-2023), rising from intern to head trader, where he co-authored research with founder Dominick Paoloni on the risks of systematic option selling and published commentary on topics such as SPX box spreads. Since October 2023 he has been a senior risk manager at Simplify Asset Management, the options-based ETF issuer. He holds the Chartered Market Technician designation and studied at the University of Denver's Daniels College of Business and the University of Westminster; his X account reports roughly 17.9K followers.
