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Mitigating Risk for Event-Driven Investing

Mitigating Risk for Event-Driven Investing

November 4, 2019 | Ai Driven Investment Strategies, Alternative Data, Event Analyzer, Hedger, QuantDesk, Time Series Data,

Erez Katz, Lucena Research CEO and Co-founder As data and information become more accessible, the market has become more efficient. Consequently, the required lead time for event-driven investing has also grown longer. In other words, investors are seeking early entry…

Mean Reversion: Identify and forecast stocks before they move

Mean Reversion: Identify and forecast stocks before they move

October 14, 2019 | Ai Driven Investment Strategies, Event Analyzer, QuantDesk,

Erez Katz, Lucena Research CEO and Co-founder   How to use mean reversion to forecast constituents on the verge of moving below or above their peers.

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Murky Outlook for Oil

Murky Outlook for Oil

August 12, 2019 | Ai Driven Investment Strategies, Erez Katz, Event Analyzer, Hedger, Long and Short Strategies, Model Portfolios, Portfolio Optimization, Quantitative Investing, Strategy, Time Series Data,

Erez Katz, Lucena Research CEO and Co-founder Oil Volatility: How to Identify a Statistical Arbitrage Opportunity Opposing forces are holding oil prices in a tight range and delicate balance. Excessive US production and oversupply is countered by growing demand. Add…

Perpetually Monitored Strategies derived from Alternative Data and AI

Perpetually Monitored Strategies derived from Alternative Data and AI

July 30, 2019 | Ai Driven Investment Strategies, Alternative Data, Event Analyzer, Hedger, Investment Strategies, Long and Short Strategies, Model Portfolios, Portfolio Optimization, Strategy, Tiebreaker,

Erez Katz, Lucena Research CEO and Co-founder At Lucena, we connect investment professionals with actionable and validated alternative data. Over the past two years, we’ve added new datasets to our list of validated data partners. To further advance the reliability…

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…

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.

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…

Pre-Earnings Alternative Data for Stock Forecasting

Pre-Earnings Alternative Data for Stock Forecasting

February 20, 2019 | Alternative Data, Big Data, Data Analytics Suite, Data Validation, Event Analyzer, Model Portfolios, Portfolio Optimization, Press Release, QuantDesk,

ATLANTA, GA / ACCESSWIRE / February 20, 2019 /  Wall Street Horizon and Lucena Research Partner to highlight pre-earnings corporate event data for use in investment strategies and stock forecasting. Buy side consumers can access Wall Street Horizon’s data in multiple…

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…

A Scientific Approach To Multi-Strategy Investment

A Scientific Approach To Multi-Strategy Investment

January 7, 2019 | Ai Driven Investment Strategies, Event Analyzer, Model Portfolios, Portfolio Optimization, QuantDesk, Quantitative Investing,

Erez Katz, CEO and Co-founder of Lucena Research Scientifically construct a multi-strategy portfolio and algorithmically shift allocations to maximize your fund’s risk-adjusted return.

The Benefits of a Multi-Strategy Investment Approach

The Benefits of a Multi-Strategy Investment Approach

January 5, 2019 | Ai Driven Investment Strategies, Erez Katz, Event Analyzer, Model Portfolios, QuantDesk, Quantitative Investing,

Erez Katz, CEO and Co-founder of Lucena Research Why A Multi-Strategy Approach for Portfolio Optimization Here are two long-only strategies that have been performing well for us year to date despite recently volatility. Every Market Regime Presents Investment Opportunities Despite heightened…

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