Insights

For the Week of July 3rd

QuantDesk® Machine Learning Forecast for the Week of July 3rd Open in new window Summary Can big data identify global macro trends? Global markets turned turbulent last week primarily in response to a widening consensus of overvalued assets. As the second quarter...

How to exploit rotational fund flow for profit

by Erez Katz linkedin.com Summary While the US market continues to exhibit historically low volatility, underneath the surface there is an interesting rotational trend between asset classes and market sectors. It’s rather fascinating to see a sizeable flow of funds...

For the Week of June 26th

QuantDesk® Machine Learning Forecast for the Week of June 26th Open in new window Summary While the US market continues to exhibit historically low volatility, underneath the surface there is an interesting rotational trend between asset classes and market sectors....

For the Week of June 19th

QuantDesk® Machine Learning Forecast for the Week of June 19th Open in new window Summary Tiebreaker, Lucena’s long/short equity strategy, reached an all-time high at 44.96% last week, outperforming its benchmark on a year-to-date basis by more than 14%! At the same...

An Idea for Intra-Day Price Forecaster

Summary At Lucena, we perpetually strive to expand our research and introduce new technologies and machine learning concepts on our flagship platform, QuantDesk®, or in the context of designing new investment strategies. Today, I wanted to touch on a new technique we...
Posted in In the News

For the Week of June 12th

QuantDesk® Machine Learning Forecast for the Week of June 12th Open in new window Summary At Lucena, we perpetually strive to expand our research and introduce new technologies and machine learning concepts on our flagship platform, QuantDesk®, or in the context of...

For the Week of June 5th

QuantDesk® Machine Learning Forecast for the Week of June 5th Open in new window Summary As the US and world markets continue to move higher, so do Lucena’s strategies with many breaking new all-time highs. It’s important to underscore however, that all of our model...

For the Week of May 29th

QuantDesk® Machine Learning Forecast for the Week of May 29th Open in new window Summary As the US market continues to climb, we can’t help but notice how popular index funds, which represent the lion’s share of professionally invested capital, have all been moving...

For the Week of May 22nd

QuantDesk® Machine Learning Forecast for the Week of May 22nd Open in new window Dear Friends of Lucena, CNBC’s Bob Pisani and Alien: Covenant I know the title may seem a bit obscure, but what does Bob Pisani from CNBC have to do with the latest film in the Alien...