Identify investment opportunities ahead of the broad market
What is the Forecaster?
The QuantDesk® Forecaster predicts future asset prices using multi-factor models employed by state of the art Machine Learning algorithms. The forecaster works in a two-stage process:
- First, a genetic algorithm (GA) is employed to discover a sub group of 10 to 15 out of a total of 950 indicators that are most predictive when employed together.
- Next, the selected factors are used to build a regression model that predicts future benchmark-relative change in price along with corresponding confidence measures.
- Users can construct their own multi-factor model based on their own proprietary research and insight. Lucena’s large dataset of factors define the state of each security over time.