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Quantitative Investing Blog - Lucena Research

Constructing Unique Data Feeds for KPI and Price Forecasting Webinar

On Thursday June 13th we hosted a webinar to unveil our new Smart Data Feed with an open Q&A surrounding Machine Learning, Alt Data and Data Science for Finance.

Lucena Research
 Erez Katz, Lucena Research CEO and Co-founder 
 

Smart Data Feeds Webinar Overview

 

The influx of alternative data offerings have created new challenges for asset managers, researchers and analysts. Everyone wants to know: how can data intelligence be consumed in the most efficient manner?

Lucena’s Smart Data Feed is a personalized data product that combines orthogonal datasets “handpicked” by a machine learning classifier into an actionable and accessible data offering. A simple and cohesive daily output file that consists of ranking, confidence scores and signal-strength values are derived from one or more datasets. Signals are predicated on machine learning multi-factor models customized to a specific asset universe and
investment objective.

The Smart Data Feed allows you to quickly find datasets proven to be most effective at forecasting company specific KPIs or stock prices for a defined basket of securities. Based on your input such as target asset universe, investment style, portfolio concentration, turnover goals, and risk tolerance we construct a daily data feed specific to you.

During the webinar we dedicate a few minutes to unveil our new capabilities while allowing ample time for a live Q&A session. 

 

Topics covered include: 

- The evolution of alternative data adoption from the buy and sell sides to date.

- Challenges and best practices for creating broader adoption that overcomes skepticism and continues to provide alpha.

- An overview of Lucena's quantitative analysis capabilities with a glimpse into our data validation and machine learning processes.

- An introduction into Smart Data Feeds covering the benefits for data consumers and data providers. 

- Questions about alternative data, using machine learning to forecast stocks and KPIs, data science and more.

Enjoy! 

 

 

Additional Resources:

Video: The Journey of Validating Alternative Data Signals

Video: How to Use Neural Nets to Forecast Securities

Video: Cracking the Code: Applying Alternative Data to Investment

Blog Post: Mean Reversion: How to Identify and Forecast Stocks Before They Move

Blog Post: Using Big Data to Forecast KPI

 

Looking for additional information? Contact us. 

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