At a Glance: Lucena Equifax Smart DataFeeds

These datasets provide simple and cohesive daily ranks, confidence scores, and signal strengths for millions of U.S. homebuilders and companies in the Retail and Auto industries.

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Basics

Content Category: Factors

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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.

Data Overview

Asset Class: Public Companies 

Data Frequency: Daily

Delivery Frequency: Daily

History: Data available back to 2014

aag lucena equifax

Data Methodology

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.

Use Cases

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.

If you have any questions or would like to learn more about any of the content mentioned above, please contact us at OFSupport@factset.com.

Please visit the product pages on the Open:FactSet Marketplace for more information: Lucena Equifax.  

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