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How to minimize overfitting in your quantitative investment research

How to minimize overfitting in your quantitative investment research

February 8, 2019 | Ai driven investment strategies, data science, quantitative analysis, Quantitative Investing,

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

How Dynamic Models Prolong An Investment Strategy

January 29, 2019 | Ai driven investment strategies, Quantitative Investing,

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…

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Why You Should Be Using A Genetic Algorithm for Feature Selection

Why You Should Be Using A Genetic Algorithm for Feature Selection

January 18, 2019 | Ai driven investment strategies, machine learning, Quantitative Investing,

Why You Should Be Using a Genetic Algorithm (GA) for Feature Selection Our goal at Lucena is to democratize some of the best kept secrets in the Financial industry and refute the “black-box” image often associated with Machine Learning. In…

Is Your Data Predictive? How to Measure Before Risking Capital

Is Your Data Predictive? How to Measure Before Risking Capital

January 10, 2019 | DAS, data science, machine learning, Predictive Analytics, quantitative analysis, Quantitative Investing, strategy,

Erez Katz, CEO and Co-founder of Lucena Research Here are the pitfalls data providers and data consumers should be aware of.

Is Your Deep Learning Strategy Robust Enough?

Is Your Deep Learning Strategy Robust Enough?

January 9, 2019 | backtest, big data, deep learning, forecast, investment strategies, quantdesk, Quantitative Investing,

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.

How to Qualify the Best Machine Learning Model for Investment Research

How to Qualify the Best Machine Learning Model for Investment Research

January 8, 2019 | Ai driven investment strategies, deep learning, machine learning, Quantitative Investing,

Erez Katz, CEO and Co-founder of Lucena Research Need to decide which of your trained models is the best? Here is how to qualify your model to maximize data’s potential before utilizing for investment and trading research.

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 Gold Can Hedge Against Inflation

How Gold Can Hedge Against Inflation

January 7, 2019 | Ai driven investment strategies, backtest, Hedger, investment strategies, quantdesk, Quantitative Investing,

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 and therefore has been used as a hedge against inflation. Here is how gold…

Applying Deep Reinforcement Learning to Trading

Applying Deep Reinforcement Learning to Trading

January 7, 2019 | Ai driven investment strategies, Alternative Data, deep learning, machine learning, neural networks, Predictive Analytics, Quantitative Investing, tucker balch, Webinar Videos,

Lucena Research Co-Founder Dr. Tucker Balch provides an introduction to machine learning, specifically applying deep reinforcement learning for stock trading.

Alpha: A Measure of Fund Management Skill

Alpha: A Measure of Fund Management Skill

January 7, 2019 | Ai driven investment strategies, Quantitative Investing, strategy,

Passive Investing Versus Active Portfolio Management, why it’s important and how to measure alpha effectively with Co-founder Dr. Tucker Balch.

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