Meet Duncan Robinson -
Duncan Robinson

Duncan Robinson

Senior Investment Data Scientist and Portfolio Consultant Wells Fargo Asset Management


Duncan Robinson is a senior data scientist and consultant with a background in options market-making and financial markets. He delivers results, solves complex problems - communicating solutions with clarity and insight.

He served as a derivatives portfolio manager and analyst. Over 18 years of experience in propriety options pricing, basic arbitrage, statistical arbitrage, spreads, risk management, portfolio management, and volatility analysis.

Duncan traded equities, equity derivatives, indices, equity index derivatives, and interest rate derivatives (and managed portfolios consisting of these) on several exchanges in different parts of the United States, in a fast-paced, team-oriented setting and served as a member of many financial exchange committees.

He is a Chartered Alternative Investment Analyst (CAIA) familiar with private equity strategies, hedge fund strategies, and econometric methods. Program in a variety of languages, including Python, R, SAS, and Weka.

His skills include options market-making, optimization, linear programming, dashboards, time-series forecasting, volatility forecasting, cross-sectional factor models, the Black-Litterman model, VaR & ETL risk management techniques.

Duncan is versed in data analysis and data mining methodologies including machine learning techniques (neural networks, support vector machines, decision trees, association rules, Bayesian networks, K-means clustering, EM clustering, DBSCAN clustering, etc.), SUR models, fixed-effect models, random-effect models, logistic regression, multiple linear regression, multivariate regression, Poisson regression, survival models, TSLS, FGLS, ARIMA, and ARFIMA models, GARCH (& extensions), the LASSO, differential evolutionary algorithmic solvers, Monte Carlo simulation, bootstrapping, zero-inflated negative binomial & Poisson models, and state-space time-series forecasting.

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