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Capsule Networks: Next Gen Deep Learning Computer Vision for Stock Forecasting​

Capsule Networks: Next Gen Deep Learning Computer Vision for Stock Forecasting​

July 15, 2019 | Ai Driven Investment Strategies, Convolutional Neural Networks, Data Science, Deep Learning, Machine Learning, Neural Networks, Predictive Analytics, Quantitative Analysis, Quantitative Investing, Stock Forecasting, Time Series Data,

Erez Katz, CEO and Co-founder of Lucena Research Capsule Networks are a fascinating, relatively new technology for image classification. Compared to CNNs, capsule networks have many benefits and phenomenal potential for image classification tasks, specifically time series forecasting.

Consumer Emotion Signals for Forecasting Tradable Assets

Consumer Emotion Signals for Forecasting Tradable Assets

May 27, 2019 | Ai Driven Investment Strategies, Alternative Data, Data Analytics Suite, Data Provider, Data Science, Data Validation, Machine Learning, Predictive Analytics, Stock Prices,

 An Interview with Cognovi Labs How consumer behavior can provide signals for forecasting tradable assets. Announcing a new partnership with Cognovi Labs, a leader in consumer behavioral science powered by AI.

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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…

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.

A Quantamental Approach Using Labeling for Stock Trading

A Quantamental Approach Using Labeling for Stock Trading

March 27, 2019 | Ai Driven Investment Strategies, Company Blog, Data Science, Data Validation, Machine Learning, Predictive Analytics, Quantitative Analysis, Quantitative Investing,

One of our Quants, Tarun Bhatia, reviews Quantamental Investing and Labeling Techniques for ML in Finance.

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…

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…

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 Data Predictive? How to Measure Before Risking Capital

Is Your Data Predictive? How to Measure Before Risking Capital

January 10, 2019 | Data Analytics Suite, Data Science, Machine Learning, Predictive Analytics, Quantitative Analysis, Quantitative Investing,

Erez Katz, CEO and Co-founder of Lucena Research Here are the pitfalls data providers and data consumers should be aware of.

Using Machine Learning to Convert Unstructured to Structured Data

Using Machine Learning to Convert Unstructured to Structured Data

January 10, 2019 | Ai Driven Investment Strategies, Alternative Data, Data Science, Machine Learning, Predictive Analytics,

  One of the alternative data providers we have been working with in the past two years is Prattle Analytics. Prattle applies NLP to central banks’ communications in order to extract macro level sentiment scores. Find New Insights in Alternative Data Through…

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.

Forecast Stock Prices Using Convolutional Neural Networks

Forecast Stock Prices Using Convolutional Neural Networks

January 6, 2019 | Ai Driven Investment Strategies, Company Blog, Convolutional Neural Networks, Data Science, Deep Learning, Forecasting, Neural Networks, Stock Prices,

Erez Katz, CEO and Co-founder of Lucena Research How A Convolutional Neural Net Predicts An Outcome and Forecasts Asset Prices.

Protect Your Deep Value Fundamental Portfolio

Protect Your Deep Value Fundamental Portfolio

January 5, 2019 | Ai Driven Investment Strategies, Alternative Data, Backtest, Company Blog, Data Science, Forecasting, Investment Strategies, Quantitative Investing,

Erez Katz, CEO and Co-founder Lucena Research How Machine Learning Can Protect Your Deep Value Fundamental Portfolio At Lucena, we’ve witnessed a growing interest in quantitative analysis technology. One question we usually receive from  portfolio analysts is how can machine…

How to Measure Your Investment Portfolio Performance and Optimize

How to Measure Your Investment Portfolio Performance and Optimize

January 5, 2019 | Ai Driven Investment Strategies, Company Blog, Data Science, Portfolio Optimization, Quantitative Investing,

Measuring and optimizing your portfolio’s performance depends on three key factors.  Sharpe ratio measures a portfolio’s risk adjusted return and is typically used by investors to measure portfolio performance and determine strength. The goal of Sharpe ratio is to assess…

“The Journey of an Alternative Data Signal” Webinar

“The Journey of an Alternative Data Signal” Webinar

January 4, 2019 | Data Science, Predictive Analytics, Quantitative Investing, Webinar Videos,

The AI and big data revolution have energized the financial market in ways not seen since the introduction of electronic trading in the 1980’s.

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