UBS to launch merger arb QIS
Bank partners with German asset manager First Private to screen deals using machine learning
UBS will add merger arbitrage to its quantitative investment strategy (QIS) line-up later this month with the launch of a systematic index built in partnership with German asset manager First Private.
The asset manager will help pick the M&A deals it thinks most likely to complete, using the firm’s 30-year transaction database and machine learning scoring logic. UBS will offer swap-based exposure
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