Nov 18 2014
Quantitative Investing
Nov 17 2014
Lucena Research Teams Up with AirSage to Enhance Hedge Fund Tool with Mobility Data
Location-Based Population Movement Patterns Integrated into QuantDesk® Suite are Expected to Provide Unprecedented Predictive Analytical Tools ATLANTA, November 17, 2014 - Stronger predictive models will soon be available to hedge fund managers and investors as...Jul 25 2014
Augmented Trader: Market Metrics - Are We in a Bubble?
A look at some of the important quantitative metrics that influence the stock market. July 24, 2014 Commentary Positive outlook, but… Overall, our metrics continue to indicate a positive outlook for the market. However, one of our key measures has shifted from...Posted in Company Blog, Quantitative Investing
Jun 6 2014
The Augmented Trader: Market Metrics: Market Scorecard Notches Down Slightly
“A look at some of the important quantitative metrics that influence the stock market. May 27, 2014 Commentary Of the 11 factors we track, two changed: Lucena’s macro economic model improved slightly, and S&P 500 earnings to price change declined slightly....Posted in Company Blog, Quantitative Investing
May 12 2014
The Augmented Trader: Forecasting Stock Market Strength Using Federal Reserve Data
A new blog from Lucena’s CTO, Tucker Balch, Ph.D! “It is clear, in hindsight, that investors would have done better in 2008 if they had known to move from stocks to fixed income at the beginning of 2008. And similarly, if we could anticipate future bull...Posted in Company Blog, Quantitative Investing
May 4 2014