Do you have an investment idea that needs validation?

The easiest, fastest and most affordable way to move your investment idea from concept to reality.
Lucena will validate it, enhance it, and deploy it for optimal execution.

A profitable quantitative trading strategy depends on predictive information coupled with a strategy to exploit it effectively. However, as data providers flood the marketplace, it is more difficult to distinguish between predictive data and noise. Many previously informative trade signals are available to the masses and have become harder to exploit.

Lucena Research can empower you with unique trade signals based on Machine Learning algorithms that were previously only available to the most prominent hedge funds.

We’ve done the heavy lifting for you already:

  • We have compiled a comprehensive big data set that covers all major exchanges worldwide with more than 650 indicators that describe the state of securities for more than 20 years. Our set of indicators includes:
    • Technical factors based on price volume data
    • Fundamental factors based on earning releases data
    • Insider buying and selling data
    • Corporate action data
    • Macro-Economic data
    • Foreign Exchange data
    • Social Media sentiment data
    • News feed sentiment data
    • Other esoteric data

  • We offer a formalized discovery process that identifies the proper indicators and algorithms suitable for your strategy instincts.

Typical Engagement Structure

  1. Initial discovery – we will conduct an initial assessment and provide a high-level backtest of the strategy you are looking to develop.
  2. Deeper dive – if you agree that the discovery has merit you can ask us to conduct a deeper dive. We will then conduct exhaustive in sample /out sample backtests, finalize the strategy allocation, timing, exit criteria guidelines and deploy a paper trading model portfolio.
  3. Monthly subscription – You will your own unique trade signals and monitor efficacy on your own model portfolio on our cloud platform QuantDesk®
  4. No long-term contracts required. You can cancel at any time.