Nasdaq Analytics Hub May 2017
Inform your investment decisions through derived signals—generated from unstructured and structured data working together. The Nasdaq Analytics Hub is a modern, machine intelligence engine for quants, fund managers, and algorithmic and active traders looking to augment trading strategies by discovering what’s knowable and transforming big data—into small data.
The hub provides daily buy-, sell-, and longer-term investment signals that are unique to Nasdaq. Machine intelligence crunches through social media sentiment, central bank communiqué, and retail investor data, as well as relative strength models. youtube.com
9 Mistakes Quants Make that Cause Backtests to Lie
All too often strategies look great in simulation but fail to live up to their promise in live trading. There are a number of reasons for these failures, some of which are beyond the control of a quant developer. But other failures are caused by common, insidious mistakes. An over optimistic backtest can cause a lot of pain. Lucena CTO Tucker Balch, Ph.D. will help you avoid that pain by sharing 9 of the most common pitfalls that can result in overly optimistic backtest results. Register for the Webinar →
Constructing a Portfolio Using Quantitative Research
Lucena’s machine learning technology can be utilized to identify and rank stocks from a given list according to Forecasted % change and Confidence level. Lucena’s machine learning technology can also be utilized for portfolio replication and hedging. Join Lucena’s CEO, Erez Katz, for a 30 minute session in which we showcase these technologies. Watch the webinar video →
GoldDigger II: Scaling Up Genetic Algorithm-based Strategies
In the first part of this two part series we looked at how Event Analysis can be used to find market opportunities. We refer to each individual event definition a “nugget.” In Part 1 we also introduced GoldDigger, Lucena’s proprietary Genetic Algorithm-based data mining engine. GoldDigger is running continuously on powerful servers, 24/7, with one goal: To find the best nuggets ever. Watch the webinar video →
GoldDigger: A Genetic Algorithm-based Approach to Market Event Discovery
Event Analysis is one of the most powerful tools in Lucena Research’s arsenal. It enables us to easily test hypotheses regarding factors that may influence future stock prices. We can build stock screens, or event definitions, from over 350 factors available in our database for each stock. As an example, what happens when a stock with strong fundamentals hits its 52-week high? Does it respond differently than a stock with poor fundamentals? The Event Analyzer can answer these questions for us. Watch the webinar video →
Updated Video from Our July 30th San Francisco Bay Area Meetup
Lucena Research was invited to present on July 30th at the San Francisco Bay Area Machine Learning Meetup. This is the recording from that meetup Watch the video →
Webinar: TieBreaker, A Market Neutral Strategy Using Layered Research
We introduce “TieBreaker,” a strategy that leverages several of Lucena Research’s unique technologies into a low risk market neutral strategy. Join Lucena’s CEO, Erez Katz, for a 30 minute session in which we showcase the TieBreaker strategy. Watch the webinar video →
Webinar: The 60/40 Portfolio is Dead: Why Dynamic Portfolios are Better
In this webinar Lucena Research CTO Tucker Balch, Ph.D. will show you how we can improve on the 60/40 in two ways: First, by using a macro economic model we can dynamically shift the ratio between stocks and bonds in anticipation of downturns or bull markets. Second, by choosing more reactive fixed income assets we reduce volatility as well. Watch the webinar video →
Podcast: Investing & Entrepreneurial Success with Erez Katz
Lucena CEO, Erez Katz, recently recorded a podcast with YoProWealth and discussed his entrepreneurial journey. Listen to the podcast →
Webinar: Best Quantitative Based Strategies for 2013
Lucena CEO Erez Katz and CTO Tucker Balch Ph.D., demonstrate the best strategies discovered through Quantitative Analysis technology in 2012. The presentation contains 4 different strategies for both short term and longer term holding periods. You will be presented with Event Based strategies, market neutral strategies and pattern recognition based approaches. Watch the webinar video →
Webinar: Putting Event Study to Work
Lucena CTO Tucker Balch Ph.D., demonstrates practical, real-life examples of applying event studies to successful trading strategies. He presents 4 different Event Study examples; External Political Event, Combined Technical/Fundamental Event, Corporate Earnings Surprise Event and Market Panic Event. Watch the webinar video →
Learn how to profit from market events.
Join Lucena CEO Erez Katz and his co-founder and CTO Tucker Balch Ph.D., for this exciting second part of QuantDesk™ Event Analyzer Webinar series. Market events significantly influence security pricing. With Big Data Analytics one can identify predictable behavior following such events to develop a successful trading strategy. In this session we will take a look at practical examples of how to use QuantDesk™ Event Analyzer to define, research, back test and exploit meaningful events for profitable investment strategies. Watch the webinar video →
Learn how to identify and exploit predictable market moves following events.
Please join us for a sneak preview of Lucena’s new and exciting QuantDeskTM Event Analyzer Module. Most market moves are triggered by events taking place perpetually in the market. In this webinar you will learn: How to identify meaningful events from the “noise”, What equity universe is most likely to be influenced?, How to exploit your findings for profitable investment strategies, How to form and validate an event based trading strategy. Watch the webinar video →
How to create hedging strategies designed to reduce volatility without sacrificing your
In this webinar we will examine approaches to constructing hedge baskets using stocks, ETFs, mutual funds and ADRs. We will demonstrate the approaches using QuantDeskTM. We’ll go through: Why hedging is important in today’s market, What constitutes an effective hedge?, What are the challenges in finding an effective hedge?, Using portfolio replication as a technique to identifying hedges, Back-Testing your hedging strategy, Case Study and QuantDesk Hedge Finder / Back Tester Demo Watch the webinar video →
The first commercially available machine learning back test simulator.
Please join us for a sneak preview of Lucena’s new and exciting Back Tester module. Topics covered include: Best practices to realistically simulate a winning strategy, How to simulate strategies by analyzing historical data without the benefit of knowing the outcome, Ways to maintain quantitative impartiality by avoiding over-fitting, How to exploit back tested results internally for decision support purposes and externally for marketing to clients & investors and Live QuantDeskTM Back Tester demo. Watch the webinar video →
Exploit Market Opportunities with Lucena’s Price Forecaster.
Lucena’s CTO Tucker Balch, Ph.D., associate professor at Georgia Tech, shares powerful statistical Machine Learning techniques for price forecasting that can be incorporated into a successful trading strategy. In this Webinar you will learn: How to create winning prediction models by combining technical and fundamental indicators with statistical data analysis to maximize your prediction confidence, How to leverage Lucena’s QuantDeskTM Price Forecaster back testing results to enhance your own investment ideas and How to construct a long/short portfolio that will meet your own risk/return requirements. Watch the webinar video →
Investment Science: Portfolio Optimization.
Tucker Balch, Ph.D., Lucena’s CTO describes the science and algorithms behind portfolio optimization. Lucena’s QuantDeskTM Portfolio Optimizer recommends Asset Allocations based on user defined risk parameters and look back periods. Provides an enhanced approach to Mean Variance Optimization by sourcing machine learning price predictions fed from the Price Forecaster. Watch the webinar video →
Trade Like a Pro / Hedge Fund Trading Strategies Utilizing Quantitative Analysis.
In this webinar Lucena CEO Erez Katz, and CTO Tucker Balch, Ph.D. go through some of the most important techniques used by hedge funds for preserving capital while maximizing return. They explain how a disciplined investor can leverage the deep scientific tools available in QuantDeskTM to gain the same advantage in the market currently enjoyed by the largest hedge funds. Here are some of the topics we discuss: Big Data, how hedge funds explore an ocean of data to find market opportunities, Statistical Machine Learning, a powerful tool for pattern recognition in price forecasting, Mean Variance Optimization, a Nobel Prize winning approach to allocating funds to equities in a portfolio, Portfolio Hedging, how to reduce volatility and downside risk with Lucena’s unique hedge finding approach. Watch the webinar video →