Company Blog

Is Your Data Predictive? How to Measure Before Risking Capital

Erez Katz, CEO and Co-founder of Lucena Research.   At Lucena, our mission is to bridge the gap between validated data and data-driven professionals. Portfolio managers seek reliable ways to efficiently assess and deploy alternative data for investment decision...
Evaluating your portfolio

Is Your Portfolio Statistically Significant?

    Erez Katz, CEO and Co-founder of Lucena Research. Investors often look at Sharpe ratio to determine a portfolio’s strength. (Sharpe ratio measures a portfolio’s risk adjusted return.) The goal of Sharpe ratio is to assess a portfolio’s returns discounted against...

How to Avoid Missing the Obvious in Deep Learning

Erez Katz, CEO and Co-founder of Lucena Research At Lucena, we always try to understand the root cause of unexpected results and pull actionable insights from the data. Sometimes it’s easy to blame the machine when actually it did exactly what it was tasked to...