The Blog

Finding Treasure In Corporate Earnings Reports: An Algorithmic Approach to Fundamental Research

• February 14, 2021
• Owen
• AI Driven Investment Strategies, Alternative Data, Model Portfolios, Algorithmic Investing, Alternative Data, Analysts Consensus investing, Backtest, Big Data, Big Data, Predictive Analytics, AI Driven Investment Strategies, Alternative Data, Model Portfolios, Press Release, Alternative Data, Data Provider
• 0 Comments

Erez Katz, CEO and Co-Founder of Lucena Research Traditionally, analysis of corporate earnings reports such as 10K and 10Q has been a task for the fundamental researcher. Hedge fund managers, research analysts and finance experts would normally wait impatiently for…

Applying Newsfeed Sentiment for Algorithmic Investment

• January 25, 2021
• Erez Katz
• Ai Driven Investment Strategies, AI Driven Investment Strategies, Alternative Data, Model Portfolios, Algorithmic Investing, Alternative Data, Alternative Data, Model Portfolios, Machine Learning, Press Release, Press Release, Alternative Data, Press Release, Alternative Data, Data Provider
• 0 Comments

By Erez Katz, CEO and Co-Founder of Lucena Research  In June of 2020, Lucena partnered with Benzinga to evaluate whether an AI approach to news feed sentiment is predictive for active investment.  It is widely agreed that news media is the most…

A New Era For Model Portfolios Powered by Big Data & AI

• January 19, 2021
• Owen
• Ai Driven Investment Strategies, AI Driven Investment Strategies, Alternative Data, Model Portfolios, Algorithmic Investing, Alternative Data, Machine Learning, Press Release, Press Release, Alternative Data, Press Release, Alternative Data, Data Provider
• 0 Comments

Authored by: Erez Katz

The Art and Science Of Winning in Any Market Regime

• December 13, 2020
• Owen
• Ai Driven Investment Strategies, AI Driven Investment Strategies, Alternative Data, Model Portfolios, Algorithmic Investing, Alternative Data, Machine Learning, Press Release, Press Release, Alternative Data, Press Release, Alternative Data, Data Provider
• 0 Comments

Authored by: Erez Katz

Gold Futures Model Portfolio Powered By Pynk’s Crowd Intelligence Now Available For Licensing Exclusively From Lucena Research

• August 13, 2020
• Owen
• Alternative Data, Machine Learning, Press Release, Press Release, Alternative Data, Press Release, Alternative Data, Data Provider
• 0 Comments

Portfolio outperforms benchmark by 5.31% in April through July, 2020  (strongest bull run for gold in decades) while boasting a Sharpe Ratio of  4.91 Thursday, August 13, 2020 (Atlanta, GA) -- Lucena Research, a leading provider of investment decision support…

The Mother of all Sector Rotation Strategies

• August 10, 2020
• Owen
• Algorithmic Investing, Alternative Data, Big Data, fintech
• 0 Comments

Authored by: Erez Katz

Lucena Research, Benzinga Cater To Emerging Demand For Algorithmic, Machine Learning Insights

• July 14, 2020
• Owen
• Algorithmic Investing, Alternative Data, Machine Learning, Predictive Analytics, Press Release, Press Release, Alternative Data, Press Release, Alternative Data, Data Provider
• 0 Comments

We spoke to Benzinga about our recent partnership and our commitment to helping investors gain access to what has been traditionally a luxury of the few with a clear goal of helping investors gain access to scientifically-backed investment decisions. Read…

Lucena Research Partners With Benzinga Over Newsfeed Sentiment Analysis

• June 30, 2020
• Owen
• Alternative Data, Machine Learning, Press Release, Press Release, Alternative Data, Press Release, Alternative Data, Data Provider
• 0 Comments

June 22, 2020 (Atlanta, GA) -- Lucena Research, a leading provider of investment decision support technology, announced today that it has partnered with Benzinga over the integration of its real-time newswires and advanced analytics software in Lucena’s AI platform QuantDesk(r).…

Unique Approach to Analysts Consensus Sentiment Utilizing Dynamic Machine Learning Training

• June 16, 2020
• Owen
• Ai Driven Investment Strategies, Algorithmic Investing, Alternative Data, Analysts Consensus investing, Convolutional Neural Networks, Deep Learning, Machine Learning, Model Portfolios, Neural Networks, Stock Forecasting, Time Series Data
• 0 Comments

Authored by: Erez Katz

Mobilizing Alternative Data to Capitalize on the Unique Opportunities the Covid-19 Crisis Presents

• May 18, 2020
• Owen
• Ai Driven Investment Strategies, Algorithmic Investing, Alternative Data, Convolutional Neural Networks, Deep Learning, Machine Learning, Neural Networks, Stock Forecasting, Time Series Data
• 0 Comments

Authored by: Erez Katz

Winning Strategies In a High-Volatility Environment How Hedge-Funds are Making a Killing While Others are Losing Their Shirts

• April 20, 2020
• Paul Wilcox
• Ai Driven Investment Strategies, Algorithmic Investing, Alternative Data, Convolutional Neural Networks, Deep Learning, Machine Learning, Neural Networks, Stock Forecasting, Time Series Data
• 0 Comments

Authored by: Erez Katz

The Science Behind Stop-Loss & Target Gain – Learn When to Exit a Position

• March 20, 2020
• Paul Wilcox
• Ai Driven Investment Strategies, Algorithmic Investing, Alternative Data, Convolutional Neural Networks, Deep Learning, Machine Learning, Neural Networks, Stock Forecasting, Time Series Data
• 0 Comments

Co-Authored by: Erez M. Katz (CEO & Co-Founder) and Stuart Colianni (Quant)

Selecting Features with Permutation Importance

• March 2, 2020
• Paul Wilcox
• Ai Driven Investment Strategies, Algorithmic Investing, Alternative Data, Convolutional Neural Networks, Deep Learning, Machine Learning, Neural Networks, Stock Forecasting, Time Series Data
• 0 Comments

Authored by: Stuart Colianni / Quantitative Analyst @ Lucena Research.

A Dynamic Labeling Approach for Financial Assets Forecasting

• February 26, 2020
• Paul Wilcox
• Ai Driven Investment Strategies, Algorithmic Investing, Alternative Data, Convolutional Neural Networks, Deep Learning, Machine Learning, Neural Networks, Stock Forecasting, Time Series Data
• 0 Comments

Authored by: Tarun Bhatia, Stuart Colianni, Taylor Korf, and Erez Katz

Clustering for more effective model training

• February 26, 2020
• Paul Wilcox
• Ai Driven Investment Strategies, Algorithmic Investing, Alternative Data, Convolutional Neural Networks, Deep Learning, Machine Learning, Neural Networks, Stock Forecasting, Time Series Data
• 0 Comments

Stuart Colianni, Quantitative Researcher at Lucena Research

Making Consumer Credit Data from Equifax® Informative For Individual Assets

• January 21, 2020
• Paul Wilcox
• Alternative Data, Data Provider, Data Science, Quantitative Investing, Time Series Data, Webinar Videos
• 0 Comments

 Erez Katz, Lucena Research CEO and Co-founder 

Creating a Multi-Strategy Fund Using Big Data and Machine Learning

• December 23, 2019
• Paul Wilcox
• Ai Driven Investment Strategies, Alternative Data, Model Portfolios, QuantDesk
• 0 Comments

 

Dynamically Retraining Models for Stock Forecasting

• December 18, 2019
• Paul Wilcox
• Ai Driven Investment Strategies, Event Analyzer, Model Portfolios, QuantDesk, Quantitative Investing
• 0 Comments

Erez Katz, CEO and Co-founder of Lucena Research 

Lucena Research and Equifax to Deliver Consumer Credit Data Offerings

• December 2, 2019
• Paul Wilcox
• Ai Driven Investment Strategies, Alternative Data, Machine Learning, Quantitative Analysis, Time Series Data
• 0 Comments

Erez Katz, Lucena Research CEO and Co-founder

Betting on US Defense Stocks

• November 26, 2019
• Paul Wilcox
• Ai Driven Investment Strategies, Hedger, Portfolio Optimization, QuantDesk
• 0 Comments

Erez Katz, Lucena Research CEO and Co-founder