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A Quantamental Approach Using Labeling for Stock Trading

A Quantamental Approach Using Labeling for Stock Trading

March 27, 2019 | Ai Driven Investment Strategies, Company Blog, Data Science, Data Validation, Machine Learning, Predictive Analytics, Quantitative Analysis, Quantitative Investing,

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

How to minimize overfitting in your quantitative investment research

February 8, 2019 | Ai Driven Investment Strategies, Alternative Data, Big Data, Company Blog, Data Provider, Data Science, Machine Learning, Predictive Analytics, QuantDesk, 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…

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How Dynamic Models Prolong An Investment Strategy

How Dynamic Models Prolong An Investment Strategy

January 29, 2019 | Ai Driven Investment Strategies, Company Blog, Investment Strategies, Machine Learning, Model Portfolios, Portfolio Optimization, Predictive Analytics, QuantDesk, Quantitative Analysis, 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…

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, Big Data, Company Blog, Machine Learning, Predictive Analytics, QuantDesk, Quantitative Analysis, Quantitative Investing,

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

Data Science: A Prerequisite To Machine Learning and Investment Research

January 18, 2019 | Alternative Data, Big Data, Company Blog, Data Analytics Suite, Data Science, Data Validation, Investment Strategies, Machine Learning, Portfolio Optimization, Predictive Analytics, Quantitative Analysis, Quantitative Investing,

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

How to Use Arbitrage Trading for Foreign Exchange Strategies

January 14, 2019 | Ai Driven Investment Strategies, Big Data, Company Blog, Data Science, Event Analyzer, Investment Strategies, Model Portfolios, Quantitative Analysis, Quantitative Investing,

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

How To Avoid Missing The Obvious In Your Deep Learning Strategy

January 12, 2019 | Ai Driven Investment Strategies, Company Blog, Deep Learning, Investment Strategies, Machine Learning, Predictive Analytics, Quantitative Analysis, Quantitative Investing,

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

Is Your Data Predictive? How to Measure Before Risking Capital

January 10, 2019 | Data Analytics Suite, Data Science, Machine Learning, Predictive Analytics, Quantitative Analysis, Quantitative Investing,

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, Company Blog, Convolutional Neural Networks, Data Science, Deep Learning, Forecasting, 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. For this reason, gold has been used as a hedge against inflation. Here is…

Applying Deep Reinforcement Learning to Trading

Applying Deep Reinforcement Learning to Trading

January 7, 2019 | Ai Driven Investment Strategies, Alternative Data, Company Blog, Convolutional Neural Networks, Deep Learning, Forecasting, Machine Learning, Neural Networks, Predictive Analytics, Quantitative Investing, 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,

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

How To Forecast Securities Using Neural Networks

January 5, 2019 | Ai Driven Investment Strategies, Alternative Data, Neural Networks, Predictive Analytics, Quantitative Investing, Webinar Videos,

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

The Benefits of a Multi-Strategy Investment Approach

January 5, 2019 | Ai Driven Investment Strategies, Erez Katz, Event Analyzer, Model Portfolios, QuantDesk, Quantitative Investing,

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

How To Keep Your Financial Firm Competitive

January 5, 2019 | Ai Driven Investment Strategies, Machine Learning, Quantitative Analysis, Quantitative Investing,

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

Protect Your Deep Value Fundamental Portfolio

January 5, 2019 | Ai Driven Investment Strategies, Alternative Data, Backtest, Company Blog, Data Science, Forecasting, Investment Strategies, Quantitative Investing,

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

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…

Why Deep Reinforcement Learning (DRL) Matters for Trading

Why Deep Reinforcement Learning (DRL) Matters for Trading

January 5, 2019 | Ai Driven Investment Strategies, Convolutional Neural Networks, Deep Learning, Machine Learning, Quantitative Investing,

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.  …

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