Find Alpha

Machine Learning to identify & develop predictive models for superior returns

Reduce Risk

Predictive Analytics to develop strategies to mitigate volatility, hedge and stabilize performance

Grow Assets Under Management

Differentiate your offering through superior performance using advanced technologies and “quantamental” analysis

How We Are Different:

Lucena delivers powerful quantitative analysis to hedge funds, investment advisors and other sophisticated investors. Our Artificial Intelligence-based decision support technology enables investment professionals to find market opportunities and to reduce risk in their portfolio. Our software is powered by Machine Learning algorithms utilizing multiple orthogonal big data sources to provide predictive forecasting in an easy to use actionable user interface. 

Our big data sources include fundamental, technical, macroeconomic, and esoteric sources. The data covers every security in every major exchange in the world and includes historical trends going back decades. We provide you the ability to filter multiple data points and distinguish insights from random noise through powerful technology and scalable hardware infrastructure. QuantDesk® is the only platform that enables a non-technical portfolio manager to construct, validate and deploy a profitable investment strategy without writing a single line of code. 

Value Proposition for Wealth Advisors and Hedge Fund Managers:

Lucena Position Map

  • Enjoy the capabilities of in-house skilled quantitative analysts at a significantly lower price point.
  • Leverage a scientific approach to investing.
  • Explore portfolio studies/backtesting strategy validation and recommendations.
  • Integrate with EMS/OMS Systems.
  • On-demand Quants for special projects and research assignments.

Value Proposition for White Label Resellers and Active Traders:

  • Access to technology normally available only to large and proprietary hedge funds.
  • Hedge fund performance without hedge funds fees.
  • Powerful algorithms able to leverage the investor’s insight and preferences.
  • Differentiate yourself by empowering your clients with advanced and hard-to-replicate technology.

Additional Details

Market Opportunities:

In today’s dynamic investment environment and the proliferation of big data adoption, macroeconomic and behavioral forces can overwhelm the performance of fundamental-based static portfolios. Many believe that this ubiquitous access to information, in real-time, is the main drive to this growing phenomenon, resulting in volatility and swings and at times unpredictable results. All told, the future for active management is very challenging especially if the current dynamics continue.

Lucena’s Solution:

Our software combats these challenges by augmenting a portfolio manager’s skill with deep, but easy to use quantitative tools based on Statistical Machine Learning. An astute investment professional’s insight, combined with Lucena’s decision support algorithms, enables portfolio managers to cut through the clutter of billions of data points and identify scientifically backed relationships that can be exploited for improved performance. 

With QuantDesk® you can access:

Price Forecasting: Machine Learning algorithms forecast future trends using fundamental, technical and proprietary data feeds. 

Hedge Finding: Given our client’s holdings, our proprietary algorithm finds an optimal basket of securities to provide a hedge that reduces risk while maintaining returns

Portfolio Optimization: Given a portfolio find an optimal allocation of holdings for a given risk profile.

Event Analysis: Based on historical performance following an event (technical, corporate action or geo political), discover the characteristics of securities most like to react similarly should this event repeat.

Back Testing: Enables a client to evaluate the efficacy of a trading strategy by rolling back time and simulating trades as if they were done in the past not knowing what the future holds.

Alpha Vector Data Feeds: Subscription to data feeds providing equity scoring based on our Machine Learning algorithms.

Premium Strategies: Lucena offers, for success-based compensation, model portfolio trades based on sophisticated and significantly researched proprietary trading algorithms developed by Lucena’s quants.

Quant for Hire: Professional services including market research and portfolio analysis.

Subscribers can access Lucena’s technology through a monthly subscription to our SaaS (software as a service or cloud) infrastructure. Because we are completely web based, there is no need to download special software onto a client’s local machine. Users can be up and running immediately upon sign-up.