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Gold Futures Model Portfolio Powered By Pynk’s Crowd Intelligence Now Available For Licensing Exclusively From Lucena Research
Portfolio outperforms benchmark by 5.31% in April through July, 2020 (strongest bull run for gold in decades) while boasting a Sharpe Ratio of 4.91 Thursday, August 13, 2020 (Atlanta, GA) — Lucena Research, a leading provider of investment decision support…
Lucena Research, Benzinga Cater To Emerging Demand For Algorithmic, Machine Learning Insights
We spoke to Benzinga about our recent partnership and our commitment to helping investors gain access to what has been traditionally a luxury of the few with a clear goal of helping investors gain access to scientifically-backed investment decisions. Read…
Lucena Research Partners With Benzinga Over Newsfeed Sentiment Analysis
June 22, 2020 (Atlanta, GA) — Lucena Research, a leading provider of investment decision support technology, announced today that it has partnered with Benzinga over the integration of its real-time newswires and advanced analytics software in Lucena’s AI platform QuantDesk(r).…
Unique Approach to Analysts Consensus Sentiment Utilizing Dynamic Machine Learning Training
Authored by: Erez Katz
Mobilizing Alternative Data to Capitalize on the Unique Opportunities the Covid-19 Crisis Presents
Authored by: Erez Katz
Winning Strategies In a High-Volatility Environment How Hedge-Funds are Making a Killing While Others are Losing Their Shirts
Authored by: Erez Katz
The Science Behind Stop-Loss & Target Gain - Learn When to Exit a Position
Co-Authored by: Erez M. Katz (CEO & Co-Founder) and Stuart Colianni (Quant)
Selecting Features with Permutation Importance
Authored by: Stuart Colianni / Quantitative Analyst @ Lucena Research.
A Dynamic Labeling Approach for Financial Assets Forecasting
Authored by: Tarun Bhatia, Stuart Colianni, Taylor Korf, and Erez Katz
Clustering for more effective model training
Stuart Colianni, Quantitative Researcher at Lucena Research
Making Consumer Credit Data from Equifax® Informative For Individual Assets
Erez Katz, Lucena Research CEO and Co-founder
Dynamically Retraining Models for Stock Forecasting
Erez Katz, CEO and Co-founder of Lucena Research
Lucena Research and Equifax to Deliver Consumer Credit Data Offerings
Erez Katz, Lucena Research CEO and Co-founder
Stock Forecasting with Transformer Architecture & Attention Mechanism
Erez Katz, Lucena Research CEO and Co-founder
Mitigating Risk for Event-Based Investment
Erez Katz, Lucena Research CEO and Co-founder
Mean Reversion: Identify and forecast stocks before they move
Erez Katz, Lucena Research CEO and Co-founder
Cracking the Code: Applying Alternative Data to Investment
Erez Katz, Lucena Research CEO and Co-founder
Alt Data and AI Driven Investment Strategies Case Studies
How we add value
# Data Validation
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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.
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.