Insights

Trading Oil With Lower Volatility

QuantDesk® Machine Learning Forecast for the Week of December 4th, 2017 Trading Oil With Lower Volatility by Erez Katz, CEO and Co-founder of Lucena Research. Commodities traders, and in particular oil futures traders, have had a good year. With the equity market...

Using Dynamic Models – Lucena Weekly Newsletter

QuantDesk® Machine Learning Forecast for the Week of November 13th, 2017 Using Dynamic Models To Adjust To Changing Market Conditions by Erez Katz, CEO and Co-founder of Lucena Research. Background: One of the biggest fallacies of quantitative strategy development is...

Future of Machine Learning – Lucena Weekly Newsletter

QuantDesk® Machine Learning Forecast for the Week of November 6th, 2017 The Future Of Machine Learning Is Here by Erez Katz, CEO and Co-founder of Lucena Research. Background: As the market continues to move higher, Lucena’s strategies also continue to outperform. Our...

Reducing Turnover – Lucena Weekly Newsletter

QuantDesk® Machine Learning Forecast for the Week of October 30th, 2017 Reducing Turnover Through Quantitative Research by Erez Katz, CEO and Co-founder of Lucena Research. When inspecting a backtest’s performance report, many concentrate on the obvious metrics,...