Seeking Alpha

Michael Markov » Profile

Michael Markov is the CEO and co-founder of Markov Processes International, LLC (MPI) (http://markovprocesses.com/blog/) – an industry leader in financial quantitative tools and technologies. In 1992 he led the development of the industry first returns-based style analysis application based on William Sharpe’s groundbreaking methodology. Most recently, Michael spearheaded the development of Dynamic Style Analysis (DSA), an advanced returns-based analysis methodology designed to analyze and replicate highly dynamic and leveraged investments such as hedge funds. Being an industry expert in financial forensics, Michael is a frequent speaker at hedge fund forums around the globe on due diligence and performance attribution. His thoughts and opinions frequently appear in financial publications such as The Wall Street Journal, Financial Times, The Economist, Financial News, CNNMoney and others. Michael is a Mathematician by training and has published papers on investment style and performance analysis, data and signal processing and hedge fund analysis.
Articles by Michael Markov »