Yuanye Ma

Morgan Stanley

Yuanye Ma is an XVA Quantitative Strategist at Morgan Stanley. He holds a Bachelor of Science in Mathematics from Nankai University, a Master of Art in Mathematics from University of Wisconsin-Madison and a PhD in Applied Mathematics and Statistics from Johns Hopkins University.

Articles by Yuanye Ma

Original research

Locational arbitrage strategies for Shanghai crude futures

The authors investigate crude oil futures introduced on the Shanghai International Energy Exchange in March 2018 and the locational trading strategies they can provide and put forward an example of locational arbitrage hedged against foreign risk.

24 Apr 2023