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.
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The US economy was expected to have added nearly 1m jobs in April, but what came out on the 7th of May was a meagre +266k. Could news sentiment have helped us see the negative NFP surprise coming and is it something we should be adding to our NFP checklist going forward?
Traditionally used by hedge funds to drive alpha-generating strategies, news analytics data also has applications for assessing financial market risks, as the deep dive into the research below shows.
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