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Matter within parentheses, dashes, or brackets within a sentence does not begin with a capital letter or take a period, even if it is a complete sentence in itself.  However, it may be followed by a mark of interrogation or exclamation, and direct quotations may start with a capital letter:

            We walked (there were no horses) across the island.
            We walked across the island. (There were no horses.) Then we came. . . .
            The key to these twin riddles (why did they carve the statues? why did they stop?) still lies buried here
            ... high evangelical hopes ("There's a good sermon in this")

The opening and closing parenthesis should be the same typeface; use roman unless everything within the parentheses is in italics:
            foraging behavior of Argentine ants (Linepithema humile)

When matter within parentheses is inserted where a comma belongs, the comma follows the second parenthesis:
            After the ball ended (we went home at five), the islanders ...
            Descending slowly (below), Alvin explores ...

When quotes are interrupted by parenthetical matter, use brackets, not parentheses:
            "These men [Greg McGruder pointed to four aides] are answering questions from the public."