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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Crowdsourcing in markets

What is crowdsourcing? If we ask Wikipedia, it tells us that it “is a sourcing model in which individuals or organizations obtain goods and services. These services include ideas and finances, from a large, relatively open and often rapidly-evolving group of internet users; it divides work between participants to achieve a cumulative result.” Within a trading context, how…

Cloud choices

I used to love browsing in record shops. Sometimes you’d stumble across music, that you would never ordinarily think of buying. Record shops are still with us of course (vinyl in particular is experiencing a renaissance), however, more broadly the way music is delivered to consumers has changes. Today, we don’t seem to own “music” anymore.…

5 years of independence

This week it’s been 5 years since I became independent. Up until that point I had worked in banking in several firms, including Morgan Stanley, Lehman Brothers and finally Nomura. The past 5 years have gone very quickly. As I wrote on my Twitter status, it’s been a fun, frustrating, but ultimately fruitful 5 years! After…

Cooking up a coding meal

Which is easier, ordering a takeaway or cooking a meal yourself (for sake of argument, a burger!)? Purely, from a time perspective, clearly, a takeaway is quicker, However, there are drawbacks. It will tend to be more expensive. Furthermore, it’s more difficult to know what’s gone into a takeaway. By contrast, if you cook everything…

Data, trend following and more

One of the historical bedrocks of many quant funds, in particular those known as CTAs, has been trend following strategies. Funds such as Winton have largely been known as trend followers. Recently Risk.net published an interview with David Harding, the founder of Winton (link here and it’s well worth reading), alongside some of their thoughts. Harding…

Where does alternative data fit in?

I often get asked about where alternative data can be used during the investment process. In practice, I think the key point about alternative data, is that it isn’t an “alternative” to traditional data sources. Furthermore, very often you want to combine various alternative data sources together to generate a signal. This also means combining…