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A Quantamental Approach Using Labeling for Stock Trading
One of our Quants, Tarun Bhatia, reviews Quantamental Investing and Labeling Techniques for ML in Finance.
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…
Data Science: A Prerequisite To Machine Learning and Investment Research
Erez Katz, CEO and Co-founder of Lucena Research Is your data research ready? Here are several key concepts for quantitative investment research. Data science is the crucial first step before machine learning can be applied.
How to Use Arbitrage Trading for Foreign Exchange Strategies
Erez Katz, Lucena Research CEO and Co-founder Cointegration is an excellent time series analysis geared to identify a high conviction trade such as arbitrage trading strategies for foreign exchange. A Scientific Approach to Arbitrage Trading in Foreign Exchange Cointegration…
How To Avoid Missing The Obvious In Your Deep Learning Strategy
Erez Katz, CEO and Co-founder of Lucena Research In Deep Learning, Extracting The Right Insights Hinges On Several Key Steps. Here is how to form a thorough deep learning strategy for investment research. To illustrate, here are two examples that were…
Is Your Data Predictive? How to Measure Before Risking Capital
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?
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
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
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…
Applying Deep Reinforcement Learning to Trading
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
Passive Investing Versus Active Portfolio Management, why it’s important and how to measure alpha effectively with Co-founder Dr. Tucker Balch.
How To Forecast Securities Using Neural Networks
Forecast Stocks Using Neural NetworksThere’s been a lot of buzz surrounding machine learning to forecast stock prices using neural networks. In the webinar we will highlight a unique approach to identifying investment opportunities through the use of deep neural networks. Find…
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…
How To Keep Your Financial Firm Competitive
Erez Katz, CEO and Co-founder Lucena Research How machine learning fills the gap between AI fact and fiction. In 2017 Larry Fink, CEO of BlackRock, made a bold statement that rattled the Financial industry. More and more firms are turning…
Protect Your Deep Value Fundamental Portfolio
Erez Katz, CEO and Co-founder Lucena Research How Machine Learning Can Protect Your Deep Value Fundamental Portfolio At Lucena, we’ve witnessed a growing interest in quantitative analysis technology. One question we usually receive from portfolio analysts is how can machine…
How to Measure Your Investment Portfolio Performance and Optimize
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…
Why Deep Reinforcement Learning (DRL) Matters for Trading
Why Deep Reinforcement Learning Matters for Trading Deep learning has traditionally been used for image and speech recognition. The recent growth in alt data, machine learning and accessible computing power have made DRL very desirable for the Financial industry. …