Marco Lyrio

Marco Lyrio is head of quant research at Legacy Capital. Previously, he was a founding partner and head of research at DAO Capital. Marco holds a Ph.D. in Economics from the Katholieke Universiteit Leuven in Belgium. He worked as associate professor at Insper (São Paulo) from 2009 to 2019, assistant professor of finance at Warwick Business School (UK) and researcher for the systematic Foreign Currency Investment Fund of AXA Investment Managers in London.

His research has concentrated on the areas of Fixed Income and the Foreign Currency Market, with a focus on the interaction between macroeconomics and the term structure of interest rates. His works have been published in prominent international academic journals, including the Journal of Money Credit and Banking, Journal of Applied Econometrics and Journal of International Money and Finance. He has also contributed to book chapters published by Cambridge University Press, jointly with the National Bureau of Economic Research (NBER), and by The University of Chicago Press.