The Lucena Homebuilders and Retail and Auto Smart data feeds provide simple and cohesive daily ranks, confidence scores, and signal strengths created from the Equifax dataset. Equifax collects and aggregates loan and credit information of more than 800 million consumers and over 88 million businesses. Lucena leverages this anonymized data in conjunction with macro and fundamental factors that they curate and engineer to then gain insight into market and industry trends.
These daily Lucena datasets provide out-of-sample data for over 100 U.S. homebuilders and more than 140 U.S. companies in the Retail and Auto industries.
Asset Class: Public Companies
Data Frequency: Daily
Delivery Frequency: Daily
History: Data available back to 2014
Lucena uses advanced data science on the anonymized data in conjunction with machine learning (ML) to turn Equifax's six plus terabytes of historical data into actionable investment deliverables. The ML models are retrained perpetually to accommodate changes in market regimes.
The Homebuilders data feed identifies optimal conditions for entry or exit based on home credit information of U.S. consumers from Equifax, while the Retail and Auto data feed leverages Equifax's anonymized retail card transactions of U.S. consumers. Additionally, both datasets leverage technical and fundamental factors that Lucena has curated.
Factor for U.S. Equity Strategies
Use a Buy/Sell/Do Nothing signal as a trigger for entry into long/short positions or to exit.
Leverage Lucena's confidence scores and ranks to apply rules for entry of positions based on personalized thresholds.
View Homebuilders and Retail and Auto fact sheets to prove the efficacy of the factors and view additional details on backtests run by the Lucena QuantDesk.
The details provided above are as of June 2020.
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