Seeking the cues in macro markets

Cuemacro is a company focused on understanding macro markets from a quantitative perspective, in particular currency markets. Our goal is understand how data can be used to deepen understanding of macro markets. We use both existing and innovative data sources, to create systematic trading strategies and data indices.

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Machine learning the mundane

Try to think of the “buzziest”, buzzwords you can think of. Support vector machines? No. Random Forests? No. However, group these together (and much more) under the umbrella of “machine learning”, and suddenly we have created a buzzword! The basic idea of many of the techniques which underpin machine learning is find relationships between variables. In particular,…

Do I feel lucky (trading)?

Clint Eastwood has had a long career. One of his most memorable roles is that of Harry Callaghan, an inspector in the San Francisco police force, nicknamed Dirty Harry. He played this role in several films, starting with the film Dirty Harry. In that film, Eastwood utters a question, which is one of the most well…

Mies, hard work, simplicity & trading

“Architecture starts when you carefully put two bricks together. There it begins.” That’s a quotation from Ludvig Mies van der Rohe, the famous German-American architect. I recently visited one of his buildings, his famous Barcelona Pavilion, which is partially pictured above. Whilst the scene might look exceptionally modern, the original building was erected in 1929…

Learn from data scientists everywhere

It is claimed that the burger was invented in 1895, in a restaurant called Louis’ Lunch in New Haven in Connecticut. There are of course other counterclaims (my own personal belief, for which I’ve found very little evidence, is that it has something to do with the city of Hamberg). However, what is certain is…

An alternative data meal needs to be cooked

Cooking is perhaps not my forte. My culinary abilities do not extend much beyond extremely simple dishes, but I’m nevertheless trying to improve, with the help of Jamie Oliver (well, his new book “5 ingredients” which seems to have been written for people like myself). I can rustle up a simple omelette. I can bake…

High MiFID-2-elity

If you look up the term “high fidelity” in a dictionary, it defines it as “the reproduction of sound using electronic equipment that gives faithful reproduction with little or no distortion”. It is unlikely that listening to music on an AM radio station would qualify as high fidelity. Even for music played back on an…