ATLANTA, September 16th 2015 — Lucena Research, a leading provider of machine learning and big-data analytics for investment professionals, has been selected by Venture Atlanta as a “Venture Spotlight Company”. Lucena was honored to present as an “Early Stage Company” … Continue reading
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
Tucker Balch, was recently quoted in the Wall Street Journal. Tucker, who is also a professor at Georgia Tech, has taught one of the most popular Massive Online Open Courses (MOOCs) in Finance. Over 170,000 students have enrolled in his … 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
ATLANTA, June 1, 2015 - Wall Street Horizon, provider of single-stock event research data for institutional investors and traders, and Lucena Research, provider of big-data analytics and decision support technology, today announced a partnership to allow clients to evaluate and … Continue reading
ATLANTA, May 14, 2015 - Lucena Research, a leading provider of big-data analytics and decision support technology, and PsychSignal, a provider of real time financial sentiment data, have announced today a partnership to enable PsychSignal data and insights on Lucena’s … 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
All too often strategies look great in simulation but fail to live up to their promise in live trading. There are a number of reasons for these failures, some of which are beyond the control of a quant developer. But … Continue reading