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Videos uploaded by user “Lucena Research, Inc.”
Applying Deep Reinforcement Learning to Trading with Dr. Tucker Balch
 
39:42
In this webinar recording Dr. Balch will provide an accessible introduction to Deep Neural Nets and Reinforcement Learning to show how they can be combined effectively for trading applications. Statistical Machine Learning is applied by hedge funds and proprietary data firms to find an “edge” in trading securities while leveraging big data. Many flavors of machine learning algorithms can be applied to this problem including supervised learning techniques like KNN, Decision Trees, SVM and Deep Neural Nets. Deep Reinforcement Learning (DRL) is a combination of two important methods: Deep Learning and Reinforcement Learning that when integrated appropriately provide a powerful approach to learning trading policies.
Views: 3617 Lucena Research, Inc.
Webinar: How to Forecast Stock Prices Using Deep Neural Networks
 
42:35
Join Lucena's CEO Erez Katz and learn about an innovative approach to forecasting stock prices using image representation of timeseries data. Image recognition, hand writing recognition and speech recognition are all examples of computer vision applications used daily with uncanny accuracy in the real world. The concept behind deep learning is surprisingly easy to understand. Through thousands of iterations of trial and error, artificial neural networks are able to classify characteristics of images and recognize new images carrying the same characteristics. The question remains: Can the same concept apply to time-series forecasting in Finance? Find out how alternative data in conjunction with deep learning are used to predict assets' price actions. No deep learning or quantitative experience required.
Views: 2488 Lucena Research, Inc.
Lucena Research - How Machine Learning Powers a Successful Strategy
 
56:54
Lucena Research has deployed a number of advanced quantitative and Machine Learning-based technologies to support investor decision-making. One of our strategies, Tiebreaker, illustrates how all these technologies can fit together to provide a powerful trading methodology. In live trading over the last year, Tiebreaker has returned over 16% with a Sharpe ratio of 1.8.
Lucena at Venture Atlanta 2015
 
08:01
Lucena's CEO Erez Katz presenting at this year's Venture Atlanta
"The Journey of an Alternative Data Signal" Lucena Research Webinar
 
37:01
The AI and big data revolution have energized the financial market in ways not seen since the introduction of electronic trading in the 1980’s. With the influx of new alternative data sources flooding the market, how can one measure the efficacy of an alternative data signal? Join Lucena’s CEO Erez Katz and learn about an innovative approach to automating the ingestion, validation and enhancement of an alternative data source for forecasting asset prices. No data science or deep learning experience required for this session.
Finding Alpha in Alt Data Lucena Research and Prattle Intrepid 2018
 
12:15
Evan Schnidman / CEO of Prattle and Erez Katz / CEO of Lucena Research share how Prattle and Lucena partnered to deliver new offerings predicated on Prattle data and Lucena's machine learning capabilities.
Lucena Webinar: Statistical Machine Learning for Price Forecasting
 
37:11
Lucena CTO and Georgia Tech Professor Tucker Balch, Ph.D. discusses the basics of data-driven machine learning and how it can be applied to equity forecasting.
BlackDog Webinar - Lucena's Approach to Risk Parity
 
36:09
Rather than trading in individual securities, BlackDog utilizes Exchange Traded Funds (ETFs). Each ETF represents hundreds of securities in a major asset class. Balch will show how market forces ensure that ETF pricing appropriately tracks the value of underlying assets.
QuantDesk Overview
 
17:05
Learn about all the decision support features available to you as a QuantDesk user. Lucena's Chief Scientist reviews each capability including: Price forecasting, portfolio optimization, hedging, portfolio replication, and backtesting.
Welcome to QuantDesk - Creating, Optimizing and Hedging our First Portfolio
 
07:39
This is an intro to QuantDesk video that showcases the basic functionality in QuantDesk. A second video will be available subsequently to show case how to backtest optimizing and hedging this portfolio over time.
Scientific Portfolio Construction
 
50:16
Lucena Research CEO Erez Katz demonstrates how to use QuantDesk(R) tools to construct a portfolio using quantitative research.
Investment Science: Portfolio Optimization
 
18:09
Tucker Balch, Ph.D., Lucena's CTO describes the science and algorithms behind portfolio optimization.
QuantDesk Hedge Finder
 
07:37
QuantDesk hedge finders is a unique pattern-matching technology geared to identify which securities when added to an existing portfolio are most suitable to reduce volatility while still adhering to the core portfolio's projected trend line. Hedge positions are selected from a qualified basket and can be long , Short or long/short combination. The Hedge Finder is available on QuantDesk, Lucena's flagship cloud-based Quant Research Platform.
How Lucena Builds Winning Strategies: Part 1
 
40:38
Part 1 of Lucena's 3 Part Custom Strategy Webinar The formation of a profitable quantitative trading strategy is a unique intellectual undertaking that draws on out-of- the-box thinking, perseverance, proprietary data, and nearly all aspects of computer science. The challenge is amplified when we custom build a strategy inspired from an investment book or a client’s mandate. Our goal in this presentation is to take you on a creative journey from the seed of an investment idea to a live systematic traded strategy. Finding real value in algorithmic trading requires a self-adjusting protocol that constantly responds to changes in the market while constantly avoiding the trap of overfitting. In this three-part 30-minute webinar series, meet our chief scientist Dr. Tucker Balch and his quants as they carry you through our regimented engagement process designed to service a fast-growing market of do-it- yourself investment professionals.
How to build winning investment strategies Part III
 
22:02
The formation of a profitable quantitative trading strategy is a unique intellectual undertaking that draws on out-of- the-box thinking, perseverance, proprietary data, and nearly all aspects of computer science. The challenge is amplified when we custom build a strategy inspired from an investment book or a client’s mandate. Our goal in this presentation is to take you on a creative journey from the seed of an investment idea to a live systematic traded strategy. Finding real value in algorithmic trading requires a self-adjusting protocol that constantly responds to changes in the market while constantly avoiding the trap of overfitting.
Webinar: The Science Behind Event Studies
 
29:34
Lucena Research CTO Tucker Balch, Ph.D. describes Lucena's proprietary hedge finding technology, and provides a demo on our product QuantDesk(tm)
Lucena Event Study Technology
 
08:21
Finding which indicators are most suitable to identify events that move a security basket predictably.
Nasdaq Analytics Hub May 2017
 
01:29
"Inform your investment decisions through derived signals—generated from unstructured and structured data working together. The Nasdaq Analytics Hub is a modern, machine intelligence engine for quants, fund managers, and algorithmic and active traders looking to augment trading strategies by discovering what’s knowable and transforming big data—into small data." - Nasdaq 2017
QuantDesk  Backtesting our optimization and hedging approach
 
06:38
This is a sequel video to the first QuantDesk video in which we've showcased how to create, optimize and hedge our first portfolio. In this session we will validate our approach by simulating a strategy following the same algorithm over time.
Webinar: Hedge Finding
 
35:02
Lucena Research CTO Tucker Balch, Ph.D. describes Lucena's proprietary hedge finding technology, and provides a demo on our product QuantDesk(tm)
How to build Machine Learning based Winning Strategies Part II
 
33:28
Part 2: How Lucena Designs Winning Strategies using Predictive Analytics The formation of a profitable quantitative trading strategy is a unique intellectual undertaking that draws on out-of- the-box thinking, perseverance, proprietary data, and nearly all aspects of computer science. The challenge is amplified when we custom build a strategy inspired from an investment book or a client’s mandate. Our goal in this presentation is to take you on a creative journey from the seed of an investment idea to a live systematic traded strategy. Finding real value in algorithmic trading requires a self-adjusting protocol that constantly responds to changes in the market while constantly avoiding the trap of overfitting. In this three-part 30-minute webinar series, meet our chief scientist Dr. Tucker Balch and his quants as they carry you through our regimented engagement process designed to service a fast-growing market of do-it- yourself investment professionals.
The 60 40 Portfolio is Dead: Why Dynamic Portfolios are Better
 
39:39
Lucena Research CTO Tucker Balch, Ph.D. reviews the 60/40 portfolio, including its many advantages. He goes on to show three ways we can make it better.
Lucena Webinar:  How to run a QuantDesk Event Study, Step By Step
 
42:31
Lucena CTO Tucker Balch, Ph.D. demonstrates the QuantDesk Event Analyzer with several concrete examples.
QuantDesk(tm): Trading Like a Pro Webinar
 
32:45
In this webinar, Lucena CEO Erez Katz and CTO Tucker Balch, Ph.D. describe the powerful features of QuantDesk.
Introduction to Lucena Research Business
 
07:08
A business presentation of Lucena's business