Quantitative Analyst, Hull Tactical


Euan Sinclair joined the team as a Senior Quantitative Analyst in 2020.

Dr Sinclair holds a PhD in theoretical physics from the University of Bristol and has written three books, “Volatility Trading” (two editions), “Option Trading: Pricing and Volatility Strategies and Techniques” and “Positional Option Trading: An Advanced Guide” as well as numerous papers and articles. He is a member of the editorial board of The Journal of Investment Strategies, and is an inaugural member of the EQDerivatives Volatility Investing Hall of Fame.

He is a trader with over twenty five years of professional option trading experience. After clerking on the LIFFE floor he became a market maker in DAX and EuroStoxx options on EUREX for the Helios Group. He subsequently worked in research and risk for Bluefin Trading before running Talton Capital Management, a volatility trading hedge fund.

Smart Volatility Betas

  • Review of SKEW
  • Extracting skewness for risk reversals
  • The skewness premium
  • Monetizing skew pemium