Feb 15 2016
Posted in Newsletter Archive
Insights
Feb 7 2016
For the Week of Feb 8
QuantDesk® Machine Learning Forecast for the Week of February 8 Analysis Lucena’s strategies exhibited strength in the face of a choppy and negative week for the major indexes. — Tiebreaker ended the week higher by 1.71%. — BlackDog 2X ended the week...Posted in Newsletter Archive
Jan 31 2016
For the Week of Feb 1
QuantDesk® Machine Learning Forecast for the Week of February 1 Analysis — BlackDog 2X ended the week higher by 3.95%. — BlackDog 2X ended the month down by -1.89 and ahead of the major indexes by more than 3%. — Tiebreaker ended the week down by...Posted in Newsletter Archive
Jan 25 2016
Augmented Trader: Do the returns of high turnover trading offset tax consequences?
Strategies that trade frequently usually have high turnover and are therefore taxed at a higher rate than strategies that hold positions for one year or longer. In this article we examine the tax consequences for high turnover strategies. keywords: short term capital...Posted in Company Blog
Jan 24 2016
For the Week of Jan 25
QuantDesk® Machine Learning Forecast for the Week of January 25 Analysis — Tiebreaker inched closer to the 5% YTD mark gaining additional 34bps for the week. — BlackDog 2X ended the week moderately higher by 50bps. A high correlation between the major...Posted in Newsletter Archive
Jan 17 2016
For the Week of Jan 18
QuantDesk® Machine Learning Forecast for the Week of January 18 Analysis — Tiebreaker continues to shine, in the face of the recent global market drawdown. Tiebreaker: added an additional 3.71% gains for the week. achieved a new all-time-high and a year-to-date...Posted in Newsletter Archive
Jan 15 2016
WEBINAR VIDEO: Tiebreaker - How Machine Learning Powers Successful Strategies
The video is live! Lucena Research has deployed a number of advanced quantitative and Machine Learning-based technologies to support investor decision-making. One of our strategies, Tiebreaker, illustrates how all these technologies can fit together to provide a...Jan 10 2016
For the Week of Jan 11
QuantDesk® Machine Learning Forecast for the Week of January 11 Analysis — Tiebreaker enjoyed its best market relative return since inception. — Ended the first week of 2016 up 1.63%, ahead of the S&P by 7.5%. — BlackDog 2X ended the week down...Posted in Newsletter Archive
Jan 3 2016
For the Week of Jan 4
QuantDesk® Machine Learning Forecast for the Week of January 4 Analysis In the past 12 months I have used this medium to present two of our model portfolios for the purpose of engaging and educating our readers in what we consider a breakthrough technology in...Posted in Newsletter Archive