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Economics & Strategy: Equity Derivatives – Second

A “strong quantitative focus,” according to one client, helps the five-strong Morgan Stanley crew take second place for a second consecutive year.

Yazid Sharaiha & team, Morgan Stanley

A “strong quantitative focus,” according to one client, helps the five-strong Morgan Stanley crew take second place for a second consecutive year. Yazid Sharaiha, who leads the team from London, explains that “a rigorous application of mathematics and quantitative techniques are as important as a sound understanding of the fundamentals.” The team delivered both at an inaugural conference in October that highlighted bottom-up as well as top-down strategies and featured speakers from academia, the buy side and the firm; the London-based event was “a big hit,” declares one attendee. The challenge for 2012 is figuring out which products will be more in demand as investors rebalance their portfolios and reallocate assets, and the ways in which these adjustments may “cause changes to the volatility markets, both on a medium- to long-term horizon — and, equally importantly, on an intraday basis,” Sharaiha says.

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