Nov 18 2014
Insights
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...Nov 3 2014
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...Oct 29 2014
Webinar: 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...Posted in Company Blog
Oct 23 2014
Lucena Featured on Waters Magazine
Author: Faye Kilburn Source: Inside Data | 24 Oct 2014 Categories: Data Display & Analytics | Data Delivery Technologies Atlanta, Ga.-based decision support analytics provider Lucena Research is integrating direct trading capabilities from US brokerage firm...Oct 22 2014
Updated Video From Our 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: Machine Learning-based Stock Trading Strategies from SF Bay Area Machine Learning on...Posted in Company Blog, Webinar Videos
Sep 17 2014
QuantDesk’s Portfolio Optimizer
Portfolio Optimizer: Judging from the number of downloads from the web and the Bloomberg app portal, our portfolio optimizer is the most popular module in our suite. This may be surprising to some of you due to the perception that the optimizer is mostly geared...Posted in Company Blog, Portfolio Optimization
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