ATLANTA, August 28th 2015 — Lucena Research, a leading provider of big-data analytics and decision support technology for investment professionals, and Trendpointers, a provider of macroeconomic data and insights, have announced today a partnership to enable Trendpointers’ market sentiment data … Continue reading →

Forward-thinking Asset management shops are creating big data analytics teams that capture and analyze new data sources in effort to identify proprietary insights. These quantitative investing projects typically involve acquiring unique data sets from third party providers and developing them … Continue reading →

Author: Faye Kilburn Source: Inside Market Data | 14 Jul 2015 Categories: Data Display & Analytics ATLANTA, July 14, 2015 - Atlanta, GA-based Big Data and decision support analytics provider Lucena Research is developing a range of research studies to … Continue reading →

The result of a backtest run within Lucena’s Optimize tool available in Bloomberg’s App Portal. The orange line labeled “Strategy” illustrates the performance of a portfolio using survivor-biased data. The blue line is an unbiased portfolio. Backtests are valuable because … Continue reading →

“I’ve never seen a bad backtest” — Dimitris Melas, head of research at MSCI. A backtest is a simulation of a trading strategy used to evaluate how effective the strategy might have been if it were traded historically. Backtestesting is … Continue reading →