Finding Treasure In Corporate Earnings Reports: An Algorithmic Approach to Fundamental Research

Erez Katz, CEO and Co-Founder of Lucena Research Traditionally, analysis of corporate earnings reports such as 10K and 10Q has been a task for the fundamental researcher. Hedge fund managers, research analysts and finance experts would normally wait impatiently for corporate filings and eagerly read through such reports in order to answer two fundamental questions:

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Applying Newsfeed Sentiment for Algorithmic Investment

By Erez Katz, CEO and Co-Founder of Lucena Research  In June of 2020, Lucena partnered with Benzinga to evaluate whether an AI approach to news feed sentiment is predictive for active investment.  It is widely agreed that news media is the most efficient way to convey information to the masses. Naturally, financial news is the most commonly

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