Executive Director, Portfolio Management Research
About the Contributor
Alfredo Bequillard is an Executive Director in the MSCI Portfolio Management Research group. Previously, he served as a model reviewer at JPMorgan Chase. Earlier, Alfredo developed and ran quantitative trading strategies for Treasury securities at Jefferies. Prior to that, he worked on fixed-income modeling at Lehman Brothers and CIBC. In a previous career, he was an engineering researcher in the defense industry. Alfredo holds a doctorate in mathematics from MIT.
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Blog posts by Alfredo Bequillard
Was the Treasury Price Right? Yield Dispersion Amid COVID-19May 5, 2020 Alfredo Bequillard , Greg Recine
Despite appearances, Treasury yield curves are statistically estimated using price data from hundreds of Treasurys. We compared recent yield dispersion — or the degree to which individual bond yields fall away from the curve — to historical levels.