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Lucena Presents in Partnership with
the Market Technicians Association (MTA):
How to Design and Validate a
Systematic Foreign Exchange strategy

Quantitative trading strategy creation is a unique intellectual undertaking that draws on human insight, proprietary data, and nearly all aspects of computer science.

Our goal in this presentation is to take you on a creative journey from the seed of a trading idea to a live traded systematic strategy. Finding real value in systematic trading requires constant attention to detail to avoid the trap of overfitting. Forex is perhaps the deepest most liquid market on Earth, but it offers new challenges to the trader with equity experience.

We will carry you through our process in taking on this new market, from identifying relevant data, dealing with a 24 hour trading cycle, to algorithm testing and validation.

Register today to join us!

Thursday, August 18, 2016

5:30 PM - 7:30 PM
Baruch College Administrative Building
135 East 22nd St
(Corner of Lexington Ave and 22nd)
Room 301
New York, NY 10010

Erez Katz 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.

Tucker Balch 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 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.

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How to Design and Validate a Systematic Foreign Exchange Strategy
Thursday, August 18, 2016

Lucena Research
Lucena Research brings elite technology to hedge funds, investment professionals and wealth advisors. Our Artificial Intelligence decision support technology enables investment professionals to find market opportunities and to reduce risk in their portfolio.

We employ machine-learning technology to help our customers exploit market opportunities with precision and scientifically validate their investment strategies before risking capital.

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