| March 30, 2021
Watch RavenPack's Head of Quantitative Research, Marko Kangrga, discuss how firms can apply Data Science
and Quantitative Methods in their investment decision and to generate alpha. Sign up to the online
Head of Quantitative Research, Marko Kangrga will be discussing best practices, use cases, and methods
on how to apply data science and quantitative methods to generate alpha, and how firms can adopt a more
quantitative approach moving forward.
This is the ONLY Data Science virtual training conference where you will be inspired and trained. The
ODSC Open Data Virtual Training Conference will be the ultimate, immersive, inspiring and engaging
Tuesday March 30th, 2021
ODSC East 2021
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
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.
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We consider incorporating sentiment signals from news, earnings call transcripts, and insider transactions to
boost the risk-adjusted returns, and revive factor performance.
We find stronger, more predictable market reactions when the words of company executives agree with their actions.
We have gathered 12 insights from 2021 research that can be leveraged in 2022.