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A Leveraged Buyout Model

In this 3rd episode of the Live Chat with the Experts series, Milind Sharma, from QuantZ Machine Intelligence Technologies, introduces a Quantamental Investing Model and synopsizes a Sentiment Signal on a LBO Model. Register today!

Speakers for this 3rd episode of the Live Chat with the Experts Series are Milind Sharma, CEO of QuantZ Machine Intelligence Technologies, and Marko Kangrga, Head of Quantitative Research Americas, at RavenPack.

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A LBO Model - Enhancing Quantamental Signals with Sentiment

This session specifically covers:

  • How to enhance quantamental LBO Top 100 (leveraged buyout) signals with news-based sentiment indicators for improved returns + Sharpe ratio
  • The efficiency of this approach in anticipating buyouts, in particular:
    - Activists, risk arbitrageurs, and speculators on the long side
    - Market participants (typically Quants), looking to eliminate event risk on the short side
  • Live Q&A

When:
Tuesday, November 5, 2019
11:30 AM - 12:15 PM EDT

Where
Online, on the GoToWebinar Platform
Register here

The webinar is free to attend.
Important note: Computer Audio (VoIP) works best in most settings. Dial-in options are not provided.

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Presenters

Milind Sharma, QuantZ

Milind Sharma

CEO

QuantZ Machine Intelligence Technologies

Milind Sharma’s 23 years of market experience span running prop desks at RBC & Deutsche Bank (Saba unit) as well as hedge funds (QuantZ) & mutual funds (MLIM). His funds have won many awards over the years including those from Morningstar, Lipper, WSJ, Battle of the Quants & BattleFin. He was also a co-founder of Quant Strategies at MLIM (now BlackRock) & was co-architect of Raven TM (derivatives risk system) at Ernst & Young. His publications have appeared in JoIM, Risk Books, Elsevier, Wiley etc. In addition to dual MS degrees he was also in the Logic/ AI PhD program at Carnegie Mellon. Other education includes Oxford, Vassar & Wharton.

Marko Kangrga

Marko Kangrga

Head of Quantitative Research - Americas

RavenPack

Marko Kangrga is a Senior Data Scientist and the Head of Quantitative Research at RavenPack with over 10 years of experience in the finance industry. He focuses on exploring novel approaches and techniques for combining fundamental drivers with big data quantitative frameworks to identify alpha opportunities from a wide universe of securities across multiple asset classes. Previously, as the head trader/investment analyst at a discretionary, event-driven hedge fund, he was responsible for macro research, idea generation and risk management. Marko has experience in utilizing quantitative methods in portfolio construction, developing hedging strategies and trading structured derivative instruments. He earned a B.S. degree in Finance, summa cum laude, with a minor in Computer Science from the University of Evansville in 2008.

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Questions about the webinar?

Email events@ravenpack.com

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