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...
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