Our CTO Tucker Balch, Ph.D. teaches an online course on Computational Investing to thousands of students. Here’s a review of the course by one of his students.
Monthly Archives: January 2014
Asymmetric Beta: A Clue to Low Volatility Outperformance
Low volatility stocks and ETFs seem to perform better than they ought to. In recent years they have provided similar returns to the overall market, but with lower risk. This phenomenon is referred to as “the low volatility anomaly.” We … Continue reading
Shorting Stocks in a Bull Market
As our data confirms, investors are growing more cautious in anticipation of a correction. They are clearly on edge with multiple forces influencing market sentiment. On one hand, portfolio managers are eager to protect the strong performance of the past … Continue reading
Podcast: Investing & Entrepreneurial Success with Erez Katz
In this unique interview with Lucena’s CEO, Erez Katz, Katz shares his excitement about starting yet another entrepreneurial endeavor. “Lucena Research is by far the most exciting business I have yet to engage in…” Katz shares his core philosophy behind … Continue reading




