Oct 21 2018
Posted in Company Blog, Quantitative Investing
Quantitative Investing
Oct 14 2018
Is Your Data Predictive? How to Measure Before Risking Capital
Erez Katz, CEO and Co-founder of Lucena Research. At Lucena, our mission is to bridge the gap between validated data and data-driven professionals. Portfolio managers seek reliable ways to efficiently assess and deploy alternative data for investment decision...Posted in Company Blog, Quantitative Investing
Oct 8 2018
Is Your Portfolio Statistically Significant?
Erez Katz, CEO and Co-founder of Lucena Research. 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...Posted in Company Blog, Quantitative Investing
Sep 27 2018
Applying Deep Reinforcement Learning to Trading
An Introduction to Applying Deep Reinforcement Learning to Trading Deep Reinforcement Learning (DRL) is a combination of two important methods: Deep Learning and Reinforcement Learning that when integrated appropriately provide a powerful approach to learning...
Sep 13 2018
How To Use Time Series Data with RNNs to Forecast Stock Prices
Erez Katz, CEO and Co-founder of Lucena Research. Through our research at Lucena, we know it’s important to configure deep net infrastructure to accommodate time series data as a trend formation vs. a single point-in-time. There is a vast difference in how we as...Posted in Quantitative Investing
Jul 18 2018