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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High inflation has returned in developed markets after decades of lying low. In our latest paper, we show how to build an inflation-based asset allocation strategy using sentiment data and we illustrate that sentiment-based strategies outperform models that depend merely on past observed inflation values.
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