If a person has a nickname commonly associated with the given name, don’t use quotation marks around the nickname. For example, just write James (Jim) Cooper. But when the nickname is unexpected, use the quotes: James “Hotshot” Cooper.
Yogi Berra’s given name was Lorenzo Pietro, later anglicized to Lawrence Peter. At some point he acquired the nickname “Yogi,” but before long no one remembered the Lawrence Peter part and he became Yogi without the quotation marks.