Enhancing Quantamental Signals with Sentiment
Milind shows how this sentiment signal performs as an overlay. He shows how his approach is effective in anticipating buyouts, which should be of much interest to activists, risk arbitrageurs and speculators on the long side as well as market participants (typically quants), looking to eliminate event risk on the short side.
This presentation was held at the RavenPack Research Symposium in New York on September 10, 2019.
Request Event Materials