skip to Main Content

We are thought leaders & creators

We believe knowledge is best when shared

Select the type of resources you wish to explore:

Forecasting KPI: Using ML and Big Data for Investment Decisions

Forecasting KPI: Using ML and Big Data for Investment Decisions

May 21, 2019 | Ai Driven Investment Strategies, Alternative Data, Big Data, Company Blog, Data Analytics Suite, Data Provider, Data Science, Data Validation, Event Analyzer, Forecasting, Investment Strategies, Long and Short Strategies, Machine Learning, Model Portfolios, Portfolio Optimization, Predictive Analytics, QuantDesk,

Erez Katz, CEO and Co-founder For us at Lucena, applying machine learning to the financial markets has taken an interesting turn in recent years. In theory, fitting a model to historical time series data and forecasting a KPI should be similar to how…

Trending Topics in Alt Data and Machine Learning for Investment

Trending Topics in Alt Data and Machine Learning for Investment

May 7, 2019 | Ai Driven Investment Strategies, Alternative Data, Big Data, Company Blog, Data Analytics Suite, Data Provider, Data Science, Data Validation, Forecasting, Investment Strategies, Long and Short Strategies, Machine Learning, Model Portfolios, Portfolio Optimization, Predictive Analytics, Webinar Videos,

Webinar Overview On June 13th we will host a webinar dedicated to an open Q&A surrounding trending topics in Alt Data, Machine Learning, and Data Science for Finance. An emerging and rapidly evolving technical domain can cause great confusion and…

Want us to keep you posted?

Join our newsletter to receive AI driven investment strategies and market trends.

Testing Multi-Factor Models in QuantDesk

Testing Multi-Factor Models in QuantDesk

April 23, 2019 | Ai Driven Investment Strategies, Alternative Data, Backtest, Big Data, Company Blog, Data Analytics Suite, Data Matching Engine, Data Qualification Engine, Data Validation, Investment Strategies, Long and Short Strategies, Machine Learning, Model Portfolios, QuantDesk,

Jonathan Moreland, Director of Research, InsiderInsights.com Jonathan Moreland discusses how Insider Intelligence has been proven most valuable using QuantDesk‘s multi-factor model.

Live Portfolios From Alt Data

Live Portfolios From Alt Data

April 17, 2019 | Ai Driven Investment Strategies, Alternative Data, Backtest, Big Data, Company Blog, Data Analytics Suite, Data Provider, Data Science, Data Validation, Event Analyzer, Forecasting, Investment Strategies, Long and Short Strategies, Model Portfolios, Portfolio Optimization, Predictive Analytics, QuantDesk,

Alternative-Data-Based Long and Short Portfolios In Action Earlier this year we announced a partnership with Wall Street Horizon.  Our partnership will highlight how quality alternative data combined with predictive technology can benefit deploying successful investment signals.

How to fight the commoditization of Alt Data

How to fight the commoditization of Alt Data

April 9, 2019 | Ai Driven Investment Strategies, Alternative Data, Big Data, Company Blog, Data Analytics Suite, Data Matching Engine, Data Provider, Data Qualification Engine, Data Science, Data Validation, Investment Strategies, Long and Short Strategies, Machine Learning, Model Portfolios, Quantitative Analysis,

Erez Katz, CEO and Co-founder Lucena Research The challenge of prolonging alternative data relevancy is on many data provider’s mind. Increased competition, and wide distribution could quickly turn into alpha decay and commoditization.

Finding Tradable Signals in Alt Data

Finding Tradable Signals in Alt Data

March 20, 2019 | Ai Driven Investment Strategies, Alternative Data, Big Data, Company Blog, Data Provider, Data Validation, Long and Short Strategies,

Our new data vendor partner Wall Street Horizon joined us in NYC to host a panel discussion on finding tradable signals in alternative data. On Thursday March 14th, 2019 the Lucena Research team co-hosted a panel discussion with data partner…

Skepticism in the Alternative Data Revolution

Skepticism in the Alternative Data Revolution

March 13, 2019 | Ai Driven Investment Strategies, Alternative Data, Big Data, Company Blog, Data Analytics Suite, Data Science, Data Validation, Investment Strategies, Long and Short Strategies,

Erez Katz, CEO and Co-founder of Lucena Research Investment professionals are finally starting to integrate AI and alternative data into their investment approach. Many however are still cautious and seek additional empirical validation.

Are Financial Analyst Ratings Predictive?

Are Financial Analyst Ratings Predictive?

February 22, 2019 | Alternative Data, Big Data, Company Blog, Data Science, Data Validation, Event Analyzer, Investment Strategies, Predictive Analytics, QuantDesk,

Erez Katz, CEO and Co-founder of Lucena Research How to use Machine Learning to Measure the Predictive Nature of Financial Analyst Ratings The QuantDesk Event Analyzer, can be used to construct a scan that determines which stocks meet or exceed overall…

Pre-Earnings Alternative Data for Stock Forecasting

Pre-Earnings Alternative Data for Stock Forecasting

February 20, 2019 | Alternative Data, Big Data, Data Analytics Suite, Data Validation, Event Analyzer, Model Portfolios, Portfolio Optimization, Press Release, QuantDesk,

ATLANTA, GA / ACCESSWIRE / February 20, 2019 /  Wall Street Horizon and Lucena Research Partner to highlight pre-earnings corporate event data for use in investment strategies and stock forecasting. Buy side consumers can access Wall Street Horizon’s data in multiple…

Feature Engineering for Trading: Art or Science?

Feature Engineering for Trading: Art or Science?

February 12, 2019 | Ai Driven Investment Strategies, Alternative Data, Backtest, Big Data, Company Blog, Data Analytics Suite, Data Provider, Data Qualification Engine, Data Science, Data Validation, Machine Learning, Model Portfolios, Quantitative Analysis,

Erez Katz, CEO and Co-founder Lucena Research How Feature Engineering Extracts Signals from Data for Trading Those of us who work with big data and the applications of deep learning are often conflicted where human intellect is applied. Utilizing feature…

How to minimize overfitting in your quantitative investment research

How to minimize overfitting in your quantitative investment research

February 8, 2019 | Ai Driven Investment Strategies, Alternative Data, Big Data, Company Blog, Data Provider, Data Science, Machine Learning, Predictive Analytics, QuantDesk, Quantitative Analysis, Quantitative Investing,

Erez Katz, CEO and Co-founder Lucena Research How Cross-Validation and Grid Searching Strengthen Your Model  As new datasets enter the predictive analytics world, streamlining their evaluation and deployment is becoming increasingly essential. Combining multiple, independent datasets into a single predictive model…

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, Big Data, Company Blog, Machine Learning, Predictive Analytics, QuantDesk, Quantitative Analysis, Quantitative Investing,

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

Data Science: A Prerequisite To Machine Learning and Investment Research

Data Science: A Prerequisite To Machine Learning and Investment Research

January 18, 2019 | Alternative Data, Big Data, Company Blog, Data Analytics Suite, Data Science, Data Validation, Investment Strategies, Machine Learning, Portfolio Optimization, Predictive Analytics, Quantitative Analysis, Quantitative Investing,

Erez Katz, CEO and Co-founder of Lucena Research Is your data research ready? Here are several key concepts for quantitative investment research. Data science is the crucial first step before machine learning can be applied.

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, Big Data, Company Blog, Data Science, Event Analyzer, Investment Strategies, Model Portfolios, Quantitative Analysis, Quantitative Investing,

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. A Scientific Approach to Arbitrage Trading in Foreign Exchange   Cointegration…

Is Your Deep Learning Strategy Robust Enough?

Is Your Deep Learning Strategy Robust Enough?

January 9, 2019 | Backtest, Big Data, Company Blog, Convolutional Neural Networks, Data Science, Deep Learning, Forecasting, Investment Strategies, QuantDesk, Quantitative Investing,

Erez Katz, CEO and Co-founder of Lucena Research. How to test the robustness of a deep learning strategy. Best practices geared to test your quantitative investment strategy before risking capital.

Money Machines – Interview with Prattle Analytics and Lucena Research

Money Machines – Interview with Prattle Analytics and Lucena Research

January 5, 2019 | Alternative Data, Backtest, Big Data, Company Blog, Data Provider, Erez Katz,

AI Powered Investment Research Posted with permission from Prattle. original Prattle is pleased to publish this interview with Erez Katz. We will cover how machine learning can be used to automate the development and testing of investment strategies. How do…

How Machine Learning Can Validate Your Data For Stock Forecasting

How Machine Learning Can Validate Your Data For Stock Forecasting

December 28, 2018 | Ai Driven Investment Strategies, Alternative Data, Backtest, Big Data, Company Blog, Data Analytics Suite, Data Matching Engine, Data Provider, Data Qualification Engine, Data Science, Data Validation, Forecasting, Machine Learning, Predictive Analytics,

Erez Katz, CEO and Co-founder of Lucena Research There are many Machine Learning methods that can be used to validate data for stock forecasting. It’s important to understand and distinguish the methods before utilizing AI to validate and predict asset prices.

Back To Top
×Close search
Search