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Are Analysts’ Ratings Predictive?

Are Analysts’ Ratings Predictive?

March 20, 2019 | Alternative Data, quantdesk,

Erez Katz, CEO and Co-founder of Lucena Research

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Skepticism in the face of the Alt Data revolution

Skepticism in the face of the Alt Data revolution

March 20, 2019 | Alternative Data,

Erez Katz, CEO and Co-founder of Lucena Research

Finding Tradable Signals in Alt Data

Finding Tradable Signals in Alt Data

March 20, 2019 | Alternative Data,

On Thursday March 14th, 2019 the Lucena Research team co-hosted a panel discussion with data partner Wall Street Horizon. 

Skepticism in the Alternative Data Revolution

Skepticism in the Alternative Data Revolution

March 13, 2019 | Alternative Data,

Erez Katz, CEO and Co-founder of Lucena Research

Are Financial Analyst Ratings Predictive?

Are Financial Analyst Ratings Predictive?

February 22, 2019 | Alternative Data, quantdesk,

Erez Katz, CEO and Co-founder of Lucena Research How to use Machine Learning to Measure the Predictive Nature of Financial Analyst Ratings The QuantDesk Event Analyzer, can be used to construct a scan that determines which stocks meet or exceed overall…

Pre-Earnings Alternative Data for Stock Forecasting

Pre-Earnings Alternative Data for Stock Forecasting

February 20, 2019 | Alternative Data, Press Release,

ATLANTA, GA / ACCESSWIRE / February 20, 2019 /  Wall Street Horizon and Lucena Research Partner to highlight pre-earnings corporate event data for use in investment strategies and stock forecasting. Buy side consumers can access Wall Street Horizon’s data in multiple…

Feature Engineering for Trading: Art or Science?

Feature Engineering for Trading: Art or Science?

February 12, 2019 | Ai driven investment strategies, data science, quantitative analysis, stock market,

Erez Katz, CEO and Co-founder Lucena Research How Feature Engineering Extracts Signals from Data for Trading Those of us who work with big data and the applications of deep learning are often conflicted where human intellect is applied. Utilizing feature…

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, data science, 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…

Lucena Research and Wall Street Horizon Extract Insights from Event Data

Lucena Research and Wall Street Horizon Extract Insights from Event Data

February 1, 2019 | Alternative Data, Data Provider, Press Release,

ATLANTA Lucena Research and Wall Street Horizon Integrate Corporate Event Data onto the QuantDesk Analytic Platform. “Wall Street Horizon is excited to make our unique corporate event data available alongside other data types within Lucena’s powerful and agile analytic platform,”…

How Dynamic Models Prolong An Investment Strategy

How Dynamic Models Prolong An Investment Strategy

January 29, 2019 | Ai driven investment strategies, 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…

Alt Data and AI Driven Investment Strategies Case Studies

How we add value

# Data Validation                   

# Data Enhancement                     

#Investment Strategy                   

#Quantitative Analysis Research

alt data and ai driven investment strategies

Prattle Analytics Gained Actionable Insights from Alternative Data
#Data Validation

Lucena validated and enhanced Prattle’s data, backtested out of sample for signal predictive strength, and provided new audience for Prattle through Lucena’s QuantDesk® customers.

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Hedge Fund Case Study

How Lucena Increased Portfolio Returns By 180 Basis Points #Investment Strategy

A quantitative approach provided incremental growth and portfolio optimization for a multi-billion-dollar discretionary fundamental hedge fund.

VIEW FULL CASE STUDY >

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