May 12 2014
Posted in Company Blog, Quantitative Investing
Company Blog
May 4 2014
Press Release: Lucena Research Announces Completion of Round A Funding
Lucena Research Closes Round A Funding to support rapid expansion. Atlanta, GA (PRWEB) May 03, 2014 Lucena Research, Inc., an expert in big data analytics and decision support technology for investment professionals announced completion of Round A funding of $1M to...Mar 24 2014
CTO, Tucker Balch, Ph. D. discusses slippage in his recent blog
“Most back testing frameworks model slippage. It is worth knowing what it is. Slippage is an important component of market simulation In order for strategy back tests to be realistic we need to accurately simulate transaction costs. Transaction costs include...Posted in Company Blog
Mar 24 2014
Watch Out for Thinly Traded Stocks in Quant Strategies!
“Many people assume that all members of the Russell 3000 are “safe”. I didn’t fully believe him because all the stocks were drawn from a list of the 3000 largest publicly traded companies in the US, the Russell 3000. But indeed, most of the stocks the strategy...Posted in Company Blog
Feb 19 2014
Bloomberg Enlists Lucena for Custom Development Projects by Water Magazine
Atlanta, Ga.-based analytics provider Lucena Research is acting as a development partner for Bloomberg, after launching a set of quantitative, machine-learning-based analytical tools based on its cloud-enabled QuantDesk decision support platform for Bloomberg’s...Jan 19 2014
Review of Tucker Balch’s Course
Our CTO Tucker Balch, Ph.D. teaches an online course on Computational Investing to thousands of students. Here’s a review of the course by one of his students.Posted in Company Blog