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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, data science, data validation, machine learning,

Erez Katz, CEO and Co-founder of Lucena Research. Is your data research ready? Key concepts for quantitative investment research and why 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, data science, Event Analyzer, Model Portfolios,

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.

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Is Your Data Predictive? How to Measure Before Risking Capital

Is Your Data Predictive? How to Measure Before Risking Capital

January 10, 2019 | DAS, data science, machine learning, Predictive Analytics, quantitative analysis, Quantitative Investing, strategy,

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,

Using Machine Learning to Create Structured Data from Unstructured Communications One of the alternative data providers we have been working with in the past two years is Prattle Analytics. Prattle applies natural language processing on central banks’ communications in order to extract…

Is Your Portfolio Statistically Significant?

Is Your Portfolio Statistically Significant?

January 5, 2019 | Ai driven investment strategies, Company Blog, data science, Portfolio Optimization, Quantitative Investing,

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 risk-free volatility in order to measure the consistency…

“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.

How Machine Learning Can Validate Your Data For Stock Forecasting

How Machine Learning Can Validate Your Data For Stock Forecasting

December 28, 2018 | Ai driven investment strategies, Alternative Data, big data, DAS, data science, data validation, DME, DQE, Predictive Analytics,

Erez Katz, CEO and Co-founder of Lucena Research

How to Empirically Measure Alternative Data’s True Value

How to Empirically Measure Alternative Data’s True Value

December 28, 2018 | Ai driven investment strategies, Alternative Data, backtest, DAS, Data Provider, data science, DME, DQE, Predictive Analytics, quantdesk,

Erez Katz, CEO and CoFounder of Lucena Research How to Empirically Evaluate Alternative Data Through Backtest and Model Portfolio Performance

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