|Lucena brings quantitative analysis and statistical Machine Learning solutions to hedge funds, wealth advisers and advanced individual investors. Visit our website at www.lucenaresearch.com|
Lucena develops unique decision support software that evaluates technical and fundamental indicators to provide predictive equity position recommendations and refined trading strategies. Our software is powered by the same Artificial Intelligence algorithms in use today by popular web properties such as Google Search, Pandora music, and Facebook face recognition.
Our technology is best suited for active investors with holding periods ranging from several days to several months.
Our cloud-based Artificial Intelligence decision support technology enables short term investors and traders to find market opportunities and to reduce risk in their portfolio using technical and fundamental quantitative pattern matching.
• Machine Learning algorithms focused on investment applications
• Equity trend forecasting
• Advanced event studies
• Portfolio optimization
• Hedging tactics
Our quantitative tools can improve the performance of your existing strategies, validate new strategies before investment, maximize the consistency of returns, and minimize volatility. We are also available on demand to provide consulting support.
Here at Lucena, we approach investment strategies from a Statistical Machine Learning point of view.
1. Price Forecaster:
Give us a stock universe and we will utilize historical patterns to
forecast price targets and confidence levels of our prediction. This
feature is best suited for short term multi-day investment strategy.
Check out our case study for more information.
2. Portfolio Optimizer:
Portfolio with predefined holdings can be further optimized depending
on price target goals and risk tolerance. Our Mean Variance Optimizer
takes advantage of Harry Markowitz's Nobel Prize-winning research to
reduce risk in a portfolio.
3. Hedge Finder:
Protect your holdings from unpredictable market moves. Lucena
developed a unique yet effective approach to hedging a given portfolio.
Depending on user defined settings such as target Beta and long/short
preferences, our software recommends positions that can geared to
maximize your Sharpe / Sortino ratio.
4. Event Analyzer:
Exploit market opportunities by analyzing equity behavior following a
significant event in the market. Our software helps you discover
patterns in the response of equities to market events. For example;
DOW drops 3% in one day, while the specific equity drops more than the
market. Our software can provide a statistical analysis of how all
equities in the same situation responded historically. We can further
analyze these events to discover the indicators that are most predictive
of future price after such an event.
5. Back Tester:
Take an investment strategy and validate it historically before executing
it. Our back tester not only tests your strategy but it also enables you to
simulate similar strategies so that you can make informed decisions as
to how you wish to execute your strategy. Take our back tester for a
test drive and see for yourself how it can benefit your specific