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 MaterialsDiscover the RavenPack Platform
Choose from over 190 curated datasets covering a variety of different topics.
Explore Now
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 Cookies Policy here
