Dale Rosenthal

Research Director at Parametric/Morgan Stanley • Ex-Professor • Published author • Quant Finance • Market Microstructure+Financial Econometrics Researcher

Dale W.R. Rosenthal is the Director of Derivatives Research at Parametric, a position he has held since August 2022. In this role, he focuses on modeling and financial econometrics, particularly within the derivatives market.1 2

Professional Background::

Before joining Parametric, Rosenthal was the Head Partner at Q36 LLC, where he provided consulting services and worked on developing fund alpha predictions and rankings.1 2
He has extensive experience in proprietary trading and quantitative research, having worked at notable firms such as Morgan Stanley from 2000 to 2003 and Long-Term Capital Management from 1995 to 2000.1 3 4 At Morgan Stanley, he was involved in algorithmic trading strategies that significantly contributed to the firm's profitability.

Academic Qualifications::

Rosenthal earned his Ph.D. in Statistics from the University of Chicago in 2008, where his dissertation focused on trade classification and financial econometrics.1 3
He also holds a B.S. in Electrical Engineering from Cornell University, which he completed in 1995.2 3

Research Interests:: His research primarily revolves around trading strategies, financial distress, market microstructure, and econometric modeling. He has published work in reputable journals and has been involved in various academic and industry conferences.2 3 4

Overall, Dale Rosenthal combines a strong academic background with extensive practical experience in finance, making him a prominent figure in derivatives research.