Monthly Archives: May 2013
Why do low volatility ETFs have alpha?
Recently low volatility ETFs are drawing a lot of attention because, as their name implies, they offer lower risk investments. But they also often provide higher return than their “regular” cousin’s. Our CTO, Tucker Balch, recently published an article on … Continue reading
Webinar: Hedge Finding
Link
Lucena’s Hedge Finding webinar is now available to watch online.
Press Release: Lucena Research Launches QuantDesk Back Tester
Solution validates statistical machine learning investment strategies. Lucena Research, a leading provider of investment decision support technology, today announced the launch of QuantDeskTM Back Tester, the trading strategy simulator component of QuantDeskTM. QuantDeskTM Back Tester is a realistic market simulator … Continue reading
Opinion: DOW 15,000 is a Sugar High
The DOW recently touched 15,000 and it will probably blast through that mark. It makes me worried. The recent market highs are significantly driven by the Fed. The Fed is keeping interest rates at historically low levels and injecting money … Continue reading
Sex, death and the quest for algorithmic glory by Automated Trader
You don’t need to look far to find critics of artificial intelligence methods in financial markets. But that hasn’t stopped technologists and academics from trying to push the boundaries of what a computer can do when trying to analyse complex … Continue reading
Webinar: Learn how to study market events to exploit predictable future stock behavior
Please join us for a sneak preview of Lucena’s new and exciting QuantDeskTM Event Analyzer Module. Most market moves are triggered by events taking place perpetually in the market. In this webinar you will learn: a) How to identify meaningful events … Continue reading




