Marko is the Head of Quantitative Research for the Americas 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 an event-driven hedge fund in New York, 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.
RavenPack is a major actor in the alternative data space, they have been offering their news event and sentiment analytics to financial institutions since inception in 2003. They are very well known in the quant space, main use case being alpha generation (on equities, fixed income, Fx, commodities and ESG), but also risk and compliance. More than 200 white papers have been published on their data. They also interestingly offer their technology to derive insights on their clients´ own internal content and address the needs of less sophisticated investors.
