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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.

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…

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Hedging Your Portfolio With Pattern Matching Technology

Hedging Your Portfolio With Pattern Matching Technology

January 4, 2019 | Ai driven investment strategies, Hedger, machine learning, Portfolio Optimization, quantdesk, Quantitative Investing,

Erez Katz, CEO and Co-founder of Lucena Research

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