We have delayed the QuantDesk announcement to December 1st 2012 due to additional features. It will include: QuantDesk’s three modules Quant Desk™ Price Forecaster: Find strategic entry and exit positions. Quant Desk™ Portfolio Optimizer: Leverage price winning science. Quant Desk™ Hedge Finder: Reduce … Continue reading
Monthly Archives: October 2012
Tech Brief: RAID for Number Crunchers
Disk access is a big bottleneck for the kinds of number crunching we do at Lucena Research. And in order to optimize our hardware setup I’ve been spending a lot of time researching RAID. Here’s what you need to know. … Continue reading
How to Design a Source Code Release
The key is to think about your customer I’m engaged in the creation of at least 3 open source software projects at Georgia Tech. Presently, these products are quite powerful for us, but hard for others to use. I’m pushing … Continue reading
Which Programming Language is Best for Quants?
if there is one… As a professor of computing, I’m sometimes asked “Which programming language is best?” The answer depends significantly on the application, but there are other important factors as well… If you’re building a company around code, the … Continue reading
Warren Buffet and the “Fundamental Law”
Diversification “Wide diversification is only required when investors do not understand what they are doing.” – Warren Buffet Bufffet’s quote seems to contradict quantitative investment approaches: Quant funds often diversify across hundreds or thousands of positions. Do quant funds know … Continue reading
Machine Learning is Sneaking Up On You
ML lurks in consumer products Folks are sometimes skeptical of my methods when I tell them our fund management tools use Machine Learning. The term sounds futuristic and is perhaps a little bit scary. But ML is not hard to … Continue reading




