Oct 28 2018
Posted in Company Blog, Quantitative Investing
Company Blog
Oct 28 2018
How Machine Learning Can Validate Your Data For Stock Forecasting
How To Validate Alternative Data for Stock Forecasting Erez Katz, CEO and Co-founder of Lucena Research There are many different Machine Learning methods that can be utilized for stock forecasting. A few we recently discussed use neural networks with time series...Posted in Company Blog, Predictive Analytics
Oct 21 2018
Data Science: A Prerequisite to Machine Learning
Erez Katz, CEO and Co-founder of Lucena Research. The rapid growth of big data has resulted in a technology and AI arms race. In the past, being an AI player would typically earn you a new level of professional esteem but big data, data science and machine learning...Posted in Company Blog, Quantitative Investing
Oct 14 2018
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...Posted in Company Blog, Quantitative Investing
Oct 8 2018
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...Posted in Company Blog, Quantitative Investing
Jun 8 2018
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...Posted in Company Blog, Quantitative Investing