Nov 11 2015
Company Blog
Aug 28 2015
Lucena Research partners with Trendpointers to deliver predictive analysis from Macro Data
ATLANTA, August 28th 2015 — Lucena Research, a leading provider of big-data analytics and decision support technology for investment professionals, and Trendpointers, a provider of macroeconomic data and insights, have announced today a partnership to enable...Jul 22 2015
Lucena Applies Big Data Analytics to Long-Term Trading Strategies
Author: Faye Kilburn Source: Inside Market Data | 14 Jul 2015 Categories: Data Display & Analytics ATLANTA, July 14, 2015 - Atlanta, GA-based Big Data and decision support analytics provider Lucena Research is developing a range of research studies to help...Jun 1 2015
Wall Street Horizon and Lucena Research Partner to Integrate Event Data onto the Lucena Analytic Platform
ATLANTA, June 1, 2015 - Wall Street Horizon, provider of single-stock event research data for institutional investors and traders, and Lucena Research, provider of big-data analytics and decision support technology, today announced a partnership to allow clients...May 8 2015
Survivor-Biased Data Artificially Boosts Backtest Results by Tucker Balch
The result of a backtest run within Lucena’s Optimize tool available in Bloomberg’s App Portal. The orange line labeled “Strategy” illustrates the performance of a portfolio using survivor-biased data. The blue line is an unbiased portfolio. Backtests are valuable...Posted in Company Blog
Apr 16 2015
9 Mistakes Quants Make that Cause Backtests to Lie by Tucker Balch, Ph.D.
“I’ve never seen a bad backtest” — Dimitris Melas, head of research at MSCI. A backtest is a simulation of a trading strategy used to evaluate how effective the strategy might have been if it were traded historically. Backtestesting is used by hedge funds...Posted in Company Blog