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Scientific Board of Advisors
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PRESIDENT AMD CEO, MARKOV PROCESS INTERNATIONAL; CO-FOUNDER OF F-SQUARED INVESTMENTS
Mr. Markov is President and CEO of Markov Processes International, LLC (MPI), an industry leader in quantitative tools and technologies with over 2,000 users worldwide. Mr. Markov, a respected mathematician, has a history of software and technology innovation within the investment management industry and is the foremost expert in performance-based attribution in the country. He was also a Co-Founder of F-Squared Investments.
Mr. Markov has the rare capacity to lay claim to launching an entire industry, when in the early 1990’s he became the first person to have successfully translated Professor William Sharpe’s ground-breaking formulas for performance-based attribution into a working software program. Since that point, performance-based attribution has grown into a fundamental tool for nearly every sophisticated investment firm, and his firm, MPI, continues to be an industry leader in the field.
Mr. Markov is a frequent speaker at investment management and hedge fund forums both in the US and overseas on due diligence and performance analysis. He is often quoted in financial publications, including The Wall Street Journal, The Economist, CNNMoney, InvestmentNews, and HedgeWorld. He is a frequent publisher of research papers and white papers on topics such as quantitative methods in Finance, signal processing and pattern recognition. He has also authored a chapter within the book "Equity Style Management", 1995, McGraw-Hill.
Mr. Markov has a MS in Mathematics from Kharkov State University, Ukraine.
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