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Alfredo Bequillard

Alfredo Bequillard

Executive Director, Portfolio Management Research

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.

Research and Insights

Articles by Alfredo Bequillard

    Was the Treasury Price Right? Yield Dispersion Amid COVID-19

    Blog | May 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.

    What Yield-Curve Inversions Have Meant For Markets

    Blog | Apr 5, 2019 | Alfredo Bequillard

    Inversion of the yield curve has historically been a reliable indicator that a recession is coming. But what has it implied for stock prices and Treasury rates?