Bloomberg for Analysts: Toolkit for the Quantitative Analyst
Quantitative Strategies & Funds have had an interesting & challenging year given all the volatility & sharp moves in the markets in 2020. The road ahead involves innovation in terms of creating strategies to cater to a post-COVID world. Bloomberg offers analysts and structurers a variety of tools on the terminal as also data-sets from across asset-classes to assist in the process of construction, back-testing & Optimization. Join us at this webinar to learn about these solutions as also for a primer into Bloomberg's multi-asset strategy Benchmark Indices.
Discussion topics
Discussion topics
- Bloomberg's multi-asset Risk Models for factor-based analysis and decomposition
- Derivatives & Volatility data including Historic Futures & Options
- Alternative data sets such as ESG, News-Sentiment Scores
Speakers
SUJIT NAGDA
Workflow Specialist - Equity Derivatives
BLOOMBERG/ LONDON
Sujit Nagda is an Equity Derivative Workflow Specialist in Bloomberg's London office where he covers Investment Banks and other sell-side institutions. His main areas of focus include Bloomberg's Implied Volatility data and associated analytics, Structured Products pricing & trading and Quantitative Investment Strategies. Prior to Bloomberg, Sujit worked as an Equity Derivative Trader at Nomura (formerly Lehman Brothers) and HSBC.