Seeking the cues in macro markets

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Calling corporates, monetise your data!

I’ve been looking at markets for over a decade. Throughout my career, I’ve always been looking to find unusual and exciting datasets to shed new light on markets and find alpha. Back in 2008, I published an article for Lehman Brothers FX Research examining the use of Google Trends to trade currencies, which was a…

Takeaways from Global Derivatives

Think of Barcelona and there are several images which might come to mind. Perhaps it is Messi cleaning up against Barca’s opposition (yes, that was intended to be a pun!). Maybe it is Antonio Gaudi, his buildings illuminating the city from the (still unfinished) Sagrada Familia to the Casa Batllo. Indeed, it could be sound…

Lessons from Buffett in Omaha

In the centre of Omaha is the Old Market district, a reminder of its nineteenth century beginnings, a time when it rose to prominence as a centre of the railroads and the meat trade. To this day, sit in a swanky steakhouse in New York or London, and there’s a good chance your steak began its journey from the…

QuantCon takeaways

Over the past few days I’ve been in New York, meeting with clients. I also attended and presented at QuantCon NYC 2017, Quantopian’s annual conference. It was my first time at QuantCon, and I had been expecting a relatively small affair. With several hundred attendees and multiple streams, it was one of the biggest quant conferences…

Painting in the colour of alternative data

I must preface what I’m about to write, by stressing I know very little about art. I like photography, but in terms of “creating” art, I haven’t strayed beyond that. I might just about be able to pick out a Picasso, recognise a Rembrandt or memorise a Mondrian, but that’s about it. However, what little I do…

Isn’t passive, a bit active?

Over the past few years, passive strategies have increased significantly in popularity compared to active strategies. This is perhaps not surprising given that stocks have been pretty buoyant and as a result passive strategies which track a broad based equity indices have performed relatively well. The argument is that passive strategies have very low fees…

​Brexit and GBP from here

Whilst, I mainly focus on markets from a quant perspective, I find it instructive to follow the market, in particular when it comes to understanding big picture events and their impact. At present, perhaps one of the biggest themes in markets is that of Brexit. “What’s done cannot be undone”, Shakespeare wrote in Macbeth. Article…

FX will still be here tomorrow

There are many places for which our minds have already constructed a detailed image. In most cases, that image is hopelessly inaccurate, a mishmash of everything we have heard about a place. Some carefully dissected patchwork, sewed by sources as diverse as friends, films and Facebook. It is never quite the same as visiting a…