adding an arrow to the top of sub menu box

For desktop view, how can we add an arrow (carrot) to the top of a sub menu box that sits under a parent link, this way it looks like the submenu box has a mid pointer that points to the parent link?

Something like this – https://connekthq.com/plugins/ajax-load-more/docs/

click any of the arrows next to the menu name and you will see a white submenu box with a centered carrot on top of it.

Thanks