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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How much to pay for alternative data?

How much is something worth? The simplest definition is the price someone is willing to pay for it. Is a Leonardo da Vinci painting worth four hundred and fifty million dollars? Someone was willing to pay that much for it (and another party was willing to sell it them for that amount). Such a market…

Time series workshop at NIPS

I was recently at NIPS, a week long conference on machine learning. With over 8000 attendees, a new record for the event, it is one of the biggest conferences dedicated to machine learning. In the coming weeks, I’m looking forward to writing about the various subjects discussed at the event, including my general takeaways. In…

Factors to trade cryptocurrencies

“I didn’t buy any actual bitcoin, I bought Ether”, I heard that earlier this week in a gym in LA (ok, ok, I don’t go to the gym all that often, so maybe this isn’t representative of all weightlifters in gyms). Is this a sign that cryptocurrencies have hit the mainstream (I’ve finally bought some myself,…

Some book reading ideas

Christmas is nearly here and the year is close to its end. I am unsure whether what I have achieved this year, is precisely what I had set out to do. I have however succeeded admirably in failing to adhere to my new years resolution for 2017. I had planned to go the gym most weekdays.…

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,…