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Why You Should Be Using A Genetic Algorithm for Feature Selection

Why You Should Be Using A Genetic Algorithm for Feature Selection

January 18, 2019 | Ai driven investment strategies, machine learning, Quantitative Investing,

Why You Should Be Using a Genetic Algorithm (GA) for Feature Selection Our goal at Lucena is to democratize some of the best kept secrets in the Financial industry and refute the “black-box” image often associated with Machine Learning. In…

How to Use Arbitrage Trading for Foreign Exchange Strategies

How to Use Arbitrage Trading for Foreign Exchange Strategies

January 14, 2019 | Ai driven investment strategies, data science, Event Analyzer, Model Portfolios,

Erez Katz, Lucena Research CEO and Co-founder Cointegration is an excellent time series analysis geared to identify a high conviction trade such as arbitrage trading strategies for foreign exchange.

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Using Machine Learning to Convert Unstructured to Structured Data

Using Machine Learning to Convert Unstructured to Structured Data

January 10, 2019 | Ai driven investment strategies, Alternative Data, data science, machine learning, Predictive Analytics,

Using Machine Learning to Create Structured Data from Unstructured Communications One of the alternative data providers we have been working with in the past two years is Prattle Analytics. Prattle applies natural language processing on central banks’ communications in order to extract…

How To Use RNNs and Time Series Data for Forecasting Stock Prices

How To Use RNNs and Time Series Data for Forecasting Stock Prices

January 9, 2019 | Ai driven investment strategies, machine learning, neural networks, quantitative analysis,

How to Use Time Series Data and RNNs To Forecast Stock Prices. It’s important to configure deep net infrastructure to accommodate time series data.

How to Qualify the Best Machine Learning Model for Investment Research

How to Qualify the Best Machine Learning Model for Investment Research

January 8, 2019 | Ai driven investment strategies, deep learning, machine learning, Quantitative Investing,

Erez Katz, CEO and Co-founder of Lucena Research Need to decide which of your trained models is the best? Here is how to qualify your model to maximize data’s potential before utilizing for investment and trading research.

A Scientific Approach To Multi-Strategy Investment

A Scientific Approach To Multi-Strategy Investment

January 7, 2019 | Ai driven investment strategies, Event Analyzer, Model Portfolios, Portfolio Optimization, quantdesk, Quantitative Investing,

Erez Katz, CEO and Co-founder of Lucena Research Scientifically construct a multi-strategy portfolio and algorithmically shift allocations to maximize your fund’s risk-adjusted return.

How Gold Can Hedge Against Inflation

How Gold Can Hedge Against Inflation

January 7, 2019 | Ai driven investment strategies, backtest, Hedger, investment strategies, quantdesk, Quantitative Investing,

Erez Katz, CEO and Co-founder of Lucena Research The price of gold has been traditionally perceived as inversely correlated to the price of the US dollar and therefore has been used as a hedge against inflation. Here is how gold…

Applying Deep Reinforcement Learning to Trading

Applying Deep Reinforcement Learning to Trading

January 7, 2019 | Ai driven investment strategies, Alternative Data, deep learning, machine learning, neural networks, Predictive Analytics, Quantitative Investing, tucker balch, Webinar Videos,

Lucena Research Co-Founder Dr. Tucker Balch provides an introduction to machine learning, specifically applying deep reinforcement learning for stock trading.

Alpha: A Measure of Fund Management Skill

Alpha: A Measure of Fund Management Skill

January 7, 2019 | Ai driven investment strategies, Quantitative Investing, strategy,

Passive Investing Versus Active Portfolio Management, why it’s important and how to measure alpha effectively with Co-founder Dr. Tucker Balch.

How To Use Deep Neural Networks To Forecast Stock Prices

How To Use Deep Neural Networks To Forecast Stock Prices

January 6, 2019 | Ai driven investment strategies, deep learning, forecasting, neural networks, Predictive Analytics, stock market, stock prices, timeseries data,

Erez Katz, CEO and Co-founder of Lucena Research How To Use Deep Neural Networks To Forecast Stock Prices

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