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Creating a Multi-Strategy Fund Using Big Data and Machine Learning
Erez Katz, CEO and Co-founder of Lucena Research In order to create a diversified portfolio, our team combined five uncorrelated, best of breed strategies into a single fund named: The Fabulous 5.
Dynamically Retraining Models for Stock Forecasting
Erez Katz, CEO and Co-founder of Lucena Research Dynamic retraining is an important aspect of AI & Big Data for quantitative investing.
Betting on US Defense Stocks
Erez Katz, Lucena Research CEO and Co-founder QuantDesk can research, validate and construct an aero-space & defense stocks portfolio.
Mitigating Risk for Event-Driven Investing
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
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.
New Enterprise Level Portfolio Construction and Execution Services
Atlanta, GA Lucena Research and Data Capital Management announced they are collaborating to bring to market AI-based portfolio construction and execution services. “We’re excited to partner with experts in portfolio construction and management. Together, we present unique offerings, that package data science, machine…
Forecasting KPI: Using ML and Big Data for Investment Decisions
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…
Testing Multi-Factor Models in QuantDesk
Jonathan Moreland, Director of Research, InsiderInsights.com Jonathan Moreland discusses how Insider Intelligence has been proven most valuable using QuantDesk‘s multi-factor model.
Live Portfolios From Alt Data
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?
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
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 minimize overfitting in your quantitative investment research
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…
How Dynamic Models Prolong An Investment Strategy
Erez Katz, CEO and Co-founder Lucena Research The benefits of dynamic models and how they prolong your investment strategy in a volatile market. One of the biggest fallacies of quantitative strategy development is the belief that a successful model will…
Why You Should Be Using A Genetic Algorithm for Feature Selection
Why You Should Be Using a Genetic Algorithm (GA) for Feature Selection At Lucena, our goal is to democratize some of the best kept secrets in the Financial industry. Our team works to refute the “black-box” image often associated with…
Is Your Deep Learning Strategy Robust Enough?
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.
A Scientific Approach To Multi-Strategy Investment
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 Gold Can Hedge Against Inflation
Erez Katz, CEO and Co-founder of Lucena Research The price of gold has been traditionally perceived as inversely correlated to the price of the US dollar. For this reason, gold has been used as a hedge against inflation. Here is…
The Benefits of a Multi-Strategy Investment Approach
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…
Hedging Your Portfolio With Pattern Matching Technology
Erez Katz, CEO and Co-founder of Lucena Research Minimize volatility and risk with machine learning pattern matching technology to hedge your portfolio.
How to Empirically Measure Alternative Data’s True Value
Erez Katz, CEO and CoFounder of Lucena Research How to Empirically Evaluate Alternative Data Through Backtest and Model Portfolio Performance The growth of alternative data has driven data consumers to seek efficient methods of sifting through vast amounts of information.…