Dale leads derivatives research at Parametric. He joined Long-Term Capital Management (LTCM) as an equity derivatives strategist for Japanese warrants and convertible bonds. He later joined Morgan Stanley’s Equity Trading Lab as a proprietary algorithmic trader and quantitative researcher. He was an assistant professor of finance at the University of Illinois at Chicago before returning to the industry. His work has been published in the Journal of Financial Econometrics and the Journal of Empirical Finance. Dale has authored a textbook on quantitative investing using the R statistical language and has co-organized a conference on open-source and reproducible financial analysis since 2009.
