The 44th Annual MTA Symposium will feature the world’s leading asset managers, traders, and technical analysts, including Tucker Balch, Ph.D., and Erez Katz, co-founders of Lucena Research, an investment software startup.
From the Seed of an Investment Idea to a Live Systematic Traded Strategy
The formation of a profitable quantitative trading strategy is a unique intellectual undertaking that draws on out-of- the-box thinking, perseverance, proprietary data, and nearly all aspects of computer science. The challenge is amplified when we custom build a strategy inspired from an investment book or a client’s mandate.
Our goal in this presentation is to take you on a creative journey from the seed of an investment idea to a live systematic traded strategy. Finding real value in algorithmic trading requires a self-adjusting protocol that constantly responds to changes in the market while constantly avoiding the trap of overfitting.
Meet Lucena Research’s chief scientist Dr. Tucker Balch and CEO Erez Katz as they carry you through their regimented process designed for quantitatively inclined build-it- yourself investors. From identifying relevant data, applying cross validation through parametric searches, implementing machine learning algorithms, back-testing, and all the way to live deployment. You will see first-hand how Lucena makes custom investment strategies more accessible through automation.
Tucker Balch, Ph.D, Chief Scientist
Tucker Balch, Ph.D. is a former F-15 pilot, professor at Georgia Tech, and co-founder and CTO of Lucena Research, an investment software startup. His research focuses on topics that range from the understanding social animal behavior to the challenges of applying Machine Learning to Finance. His online course, Computational Investing Part I, is the most popular online course offered by Georgia Tech and one of the most popular at coursera.com with over 175,000 students enrolled. Balch holds B.S. and Ph.D. degrees in Computer Science from Georgia Tech. Honors include the NSF CAREER Award, the Georgia Tech Outstanding Service Award and a distinguished graduate designation from the USAF in Undergraduate Pilot Training. Tucker has authored over 150 technical papers, journal articles and books, including the recent book What Hedge Funds Really Do with Philip Romero. His work has been reported in the popular press and TV including on CNN, in Institutional Investor, the New York Times and the New Scientist.
Erez Katz, CEO
Erez Katz is an accomplished serial entrepreneur and a C-level executive with a proven track record of effective leadership, instilling operation efficiencies and driving profitable growth. Erez is the active CEO and Co-Founder of Lucena research and was instrumental in architecting and designing Lucena’s flagship product QuantDesk®. Today, Erez shares his expertise in applying Lucena’s technology to help investment professionals generate Alpha, minimize risk via portfolio optimization and construct new portfolios using predictive analytics and machine learning technology. Prior to co-founding Lucena with Dr. Tucker Balch, Erez was the founder of Objectware Inc, a web technology company, which was sold in 2007 to Bridgeline Digital. Erez was instrumental in growing Bridgeline and in its transition to the public domain on Nasdaq. Erez also assumed Bridgeline’s Chief Operating Officer through 2011.
Please join us on April 6-7, 2017 in New York. Be sure to register before the symposium sells out.