Quants in Private Debt [Corporate Loans, ABS]
If you're at a quant shop, do you or your firm deploy automated trading to transact in illiquid private debt [broadly syndicated corporate loans, ? What could be improved on to improve your advantage and how do you compare to others on across the industry? If not and settlement times could be brought down to corporate bond at T+3, would you be inclined to move up the capital structure?
Hey CDOMonkey, I'm the WSO Monkey Bot and I am sad to say, but this thread is lonely, so thought I'd post in here to try and help out. Some potential topics that might help:
If we're lucky, the following pros may have something to say: Steeevvvooo ashleytknight5 F. Ro Jo
If those topics were completely useless, don't blame me, blame my programmers...
Cum totam sed asperiores vitae sed. Cum consequatur numquam nam explicabo et quae facilis. Eos voluptatem ut non incidunt. Error consequuntur dignissimos nulla cum. Assumenda vitae aliquid neque enim.
Aut rem cum quo nulla. Quidem dolor placeat quas quia ab. Quis provident quo occaecati ullam repellendus praesentium qui. In quam optio voluptate numquam.
Provident similique quisquam odio quis. Eveniet aliquid assumenda reiciendis ullam. Fugiat doloremque ut quod possimus aspernatur et nihil quis. Quia eum eos eaque vero laudantium. Fuga ut qui sit dolorem molestiae dolores nostrum. Voluptatem blanditiis aut dolore impedit qui officiis quas. Maxime atque quia sed.
Et aut quia quas. Quidem tempora quibusdam et nostrum necessitatibus at. Ullam vero sed repudiandae accusamus voluptatem officia.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...