Marko Kangrga

Senior Data Scientist RavenPack

Marko Kangrga has been working to combine fundamental drivers with quantitative and statistical learning methods and to apply this framework to large datasets in order to identify potential alpha opportunities from a broad universe of securities. Examples range from simple web scraping and statistical analysis of macro/fundamental drivers to language processing of financial statements and transcripts, in an effort to screen for investment ideas. Python, Quantitative Finance, Machine Learning, Factor Risk Modeling, Fundamental Modeling, Derivatives Trading, Global Macro, FX, Rates, Distressed, Value Investing, scikit-learn, scipy, VBA, C++, R, MATLAB, CFA L2

Conference Day Two: March 16th 2020

Wednesday, July 1st, 2020

4:10 PM Panel: Journey of embedding quant methods within your fundamental approach for effective analysis

·        Instigating the integration of new technology into a traditional structure

·        Building internal capabilities through investment in people and technology

·        Remaining competitive in a saturated market

Check out the incredible speaker line-up to see who will be joining Marko.

Download The Latest Agenda