Peter Carr Brooklyn Quant Experience (BQE) Lecture Series: Samir Shah
Title
Connecting the Dots - A Differentiated Retrospective: Economics, Money Supply and Asset Prices
Abstract
Samir Shah will present a framework for analyzing risk and prices in markets, and review the Economic history of the US from the Volcker period onwards, with an emphasis on MBS markets, but will cover all markets. He will identify the various events and economic actors that impacted markets from the 1980s to the present, including the various so-called Black Swan events.
Bio
Samir Shah is the Founder and CIO of MBS Mantra, LLC and Alpha Research and Management, specializing in Fixed Income and MBS investing and Macro-Economic risk research. He focuses on solving investment problems in Fixed Income and MBS from first principles, using Economics frameworks, and has pushed the boundaries of connecting Economics with Asset Prices. He has created both fundamental and systematic quantitative processes to generate Alpha in numerous markets and sectors. He has spent three decades in structured fixed income and MBS, researching, trading and investing. Earlier in his career, Samir worked at Morgan Stanley, Merrill Lynch, Nomura Securities, Amherst Securities, Cantor Fitzgerald, and founded and ran MBS Sales and Trading at MF Global in anticipation of and during the GFC.
Samir has an MBA in Finance from Chicago Booth (1987) and a BS in Economics from Rutgers University (1985).
NYU Students are highly encouraged to attend in person. All other non-NYU guests are invited to attend virtually unless otherwise noted.
Meeting ID: 967 6708 3745
Password: BQE119SS