Lucena Builds Derivatives, Fixed Income Model Portfolios to Support Quant Trading

Originally developed to demonstrate Lucena's QuantDesk platform, the model portfolios are now available as standalone tools.

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When Lucena originally built QuantDesk, it planned to sell the platform directly to end-user firms, but due to the sophisticated nature of the technology, the vendor needed to create model portfolios to demonstrate how the platform worked.

“We employ an in-house army of quantitative analysts to research ideas, and when they find something meaningful we construct model portfolios that simulate a live trading environment. We simulate the execution of trades and orders, then we pass that on to cust

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