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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.

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…

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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 Minimize volatility and risk with machine learning pattern matching technology to hedge your portfolio.

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