Part 3: How Lucena Designs Winning Strategies using Predictive Analytics

This is the third Webinar in our three part series.
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 our lead quants as they carry you through our regimented engagement process designed to service a fast-growing market of do-it- yourself investors. From identifying relevant data, applying cross validation through parametric searches, implementing machine learning algorithms, back-testing, paper trading, and all the way to live deployment. You will see first-hand how we have made custom investment strategies more accessible through automation. We let the machine paint the picture with broad strokes and then our quants follow up with meticulous handcrafted fine tuning for optimal solutions.