Lucena’s Event Analyzer Now Supports Intra-Day Event Detection

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QuantDesk™ Event Analyzer now signals trading opportunities throughout the day.

If you think about what move stock prices… it’s events — either geo political, corporate actions or technical in nature.

Lucena Research, a leading provider of investment decision support technology, announced today that it now supports intra-day signals for its QuantDesk™ Event Analyzer Module. The Event Analyzer is a powerful, machine learning-based event study technology that can identify buy/sell opportunities based on complex scans derived from empirical studies of events and their impact on certain securities.

Lucena’s Event Analyzer was designed specifically for event based trading. It is a composition of two capabilities:
1) A study of how market events affected securities historically.
2) An active scan that provides timely signals for entry and exit based on the historic results.

“If you think about what moves stock prices… it’s events — either geo political, corporate actions or technical in nature. If the Dow falls more than one percent in a day, for example, some equities may be unfairly punished and may be due to bounce back a few days following the event when the panic subsides,” says Erez Katz, co-founder and chief executive officer of Lucena Research. “In addition to aiding in the discovery of profitable events, the event analyzer module helps our clients refine the analysis to identify the sub-group of securities that will provide the most opportunity,” Katz says, adding, “After identifying the sub-set of best-performing stocks, the Event Analyzer then continuously monitors the market for new events. When an event is triggered, it then reports current stocks that are most likely to respond favorably to such event.”

Lucena’s clients use QuantDesk™ to exploit market opportunities and scientifically optimize their investment strategies. Lucena’s technology is best suited for investment professionals with holding periods ranging from several days to several months.

Katz concluded, “We are excited to provide yet another set of powerful capabilities found only in very few large investment houses. We will continue to innovate and bring forth the competitive advantage that our clients seek.”

About Lucena Research

Lucena Research is a leading provider of decision support technology for investment professionals including hedge funds and wealth advisors. Lucena delivers quantitative analysis and statistical machine learning solutions that enable our customers to exploit market opportunities and reduce risk in their portfolios.

QuantDesk™, Lucena’s flagship product, provides advanced, yet affordable, subscription-based portfolio optimization tools designed to scientifically validate and augment our clients' investment strategies. The product includes five portfolio management modules - Price Forecaster, Portfolio Optimizer, Hedge Finder, Event Analyzer and Back Tester. Lucena also provides quantitative analysis consulting services to integrate proprietary Machine Learning investment algorithms with our clients' existing workflows. Headquartered in Atlanta GA, Lucena supports a wide range of investment professionals worldwide. To learn more about Lucena, please visit or email us at: info(at)lucenaresearch(dot)com.

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Erez Katz
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