Lucena means actionable investment insights from Big Data

Lucena Research

Hire our quants and utilize our state-of-the-art infrastructure and knowledge for your unique research project

Lucena QuantDesk®

Conduct your own quantitative research and assess what-if scenarios through graphical backtest simulations, quantitative metrics and Lucena’s recommendation engine

Lucena Strategies

Subscribe to our model-driven strategies for above-market returns

Lucena Strategies demonstrate the power of QuantDesk®

Tiebreaker software to anticipate and beat market movements


Long/Short Market Neutral

Blackdog performance over time compared to the S&P 500


Tactical Asset Allocation

WaveRider continues performance over several data points


Active Sector Rotation

Lucena leads the way in Predictive Analytics

Lucena Research Team

Lucena’s team represent a combination of academia, business experience, and software development expertise that provides a highly unique and complimentary skill set. Co-founded in 2014 by entrepreneur and technologist CEO Erez Katz and machine learning and artificial intelligence expert, Chief Science Officer Tucker Balch, Ph.D, Lucena Research partners with data providers and develops algorithms that can validate and enhance investment strategies through advanced analytics of big data.

Important Nasdaq milestones throughout the years 2012 - 2016

Lucena Research was featured in the Feb 3, 2018, weekly briefing of The Financial Revolutionist. Read more about it here! (opens new tab). The Financial Revolutionist – Weekly Briefing No. 118 | A Whale of a Week for Health Care’s Future, Blockchain and Deals

Important Nasdaq milestones throughout the years 2012 - 2016

Using Dynamic Models To Adjust To Changing Market Conditions One of the biggest fallacies of quantitative strategy development is the belief that a successful model will continue to outperform indefinitely. Many quant funds mistakenly fall in love with an investment strategy on which they have spent substantial R&D capital and countless hours developing. Understandably, when the strategy stops performing, it’s hard to throw all that hard work away and start from scratch. A way to prolong a strategy’s life is to design it with the notion of self-adjustment. These strategies are harder to develop but ultimately provide the unemotional self-adjustment context when they are deployed live.

Lucena works with Nasdaq to curate big data analytics

Lucena Research and Nasdaq’s Analytics Hub are proud to introduce MELS: Multi-Expert Factors Long/short. MELS is an ensemble, or group, of factor models that have been trained using Machine Learning. Research shows that ensembles of classifiers perform better than a single model and more accurate and less susceptible to overfitting. MELS experts are single asset screen utilizing hundreds of factors.