Milind Sharma, CEO, QuantZ Machine Intelligence Technologies | October 10, 2019
Milind introduces a Quantamental investing model and synopsizes a sentiment signal, derived from alternative data. Watch the highlights of this presentation, you can also request access to the full video and slides.
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
Will the coronavirus lead to another recession? How are stocks being affected? Check this page regularly for infographics based on our news and sentiment data delivering insights for investment professionals. You can also subscribe to receive our Covid-19 updates via email.
It used to be the case that hedge fund managers would actively seek out novel alternative datasets to provide them with an edge, but now, following exponential growth in the sector, and a mushrooming of available datasets, they are faced with the opposite problem: how to make the right choice from so many options
Jack Schwager’s interviews with top traders highlights their decision-making processes - but how could RavenPack data have added value, if any?
Fill out the form below and see RavenPack in action.
We value your privacyRavenPack uses our own and third-party cookies to improve your navigation experience, analyse users experiences and offer you content of interest.
Please provide your authorization to use this website and to permanently remove this message by clicking on the "Accept Cookies" button. Read more about our Cookie Policy here
Track fear and media hype indicators in addition to confirmed cases with our free Coronavirus News Monitor. Go to website