Model Portfolios
AI and big data strategies for your investment style
What are Model Portfolios?
Lucena provides proven model portfolios that use big data and AI with impressive performance. Each strategy is carefully crafted and designed using the latest innovations in quantitative finance and predictive analytics. Subscribe to our existing strategies or our team can create one specific to your needs.
Who uses Model Portfolios?
Any professional investor looking to differentiate their offerings with sophistication and performance. Whether you are looking for a tactical asset allocation, long/short market neutral, sector rotation, foreign exchange or futures, we have a strategy for you.
We employ Lucena’s “Utilities Live” in the context of a multi-strat portfolio. The strategy has been able to consistently outperform its benchmark and deliver uncorrelated returns to portfolio strategies.
Jeff Ferro
Fund Manager
Why use Model Portfolios?
Our leading strategies:
BlackDog
An ETF-based tactical asset allocation strategy
- A low risk, high return alternative designed to outperform traditional 60/40 stock/bond portfolio.
- By exposing twice its original cash assets, we take full advantage of its potential returns while maintaining market-relative low volatility and risk.
- Rebalanced monthly based on QuantDesk®’s Optimizer in conjunction with Lucena’s macroeconomic ensemble voting model.
Tiebreaker
A long/short US large cap equity strategy
- Consistently outperforms the S&P 500 and Vanguard’s Market Neutral Institutional Fund in both Sharpe ratio and compound annual return.
- Utilizes the QuantDesk® Price Forecaster and Event Analyzer to rank stocks most likely to go up over the next week to a month.
- Incorporates long/short hedge positions using Lucena’s proprietary hedging algorithm.
Want to see more of our AI driven investment strategies and their live performance?
Case Studies
How Lucena increased portfolio returns by 180 basis points in under 10 months.# Quantitative Analysis Research
A quantitative approach provided incremental growth and portfolio optimization for a multi-billion-dollar discretionary fundamental hedge fund.
How a quantitative overlay and alternative data boosted Kookaburra’s strategies by 11% while the S&P dropped 7%.# Quantitative Analysis Research
How Lucena provided a quantitative approach to winning Machine Learning strategies for a multi-strategy hedge fund.