Seeking the cues in macro markets

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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…

Themes from Newsweek’s AI data conference

The first time I dabbled in artificial intelligence was nearly 15 years ago. I remember seeing that artificial intelligence was the title of a module at Imperial College in the Department of Computing. The term seemed pretty glamorous, so I took the plunge and did the course. We used various techniques to solve puzzles like sliding tiles and…

How to motivate learning of Python

I’ve written a lot about Python over the past few years, explaining how it fits in with the ecosystem of other languages. I’ve also discussed good resources for learning of Python, in particular books and tutorial websites. There are two ways that I can see learning programming language. The first way is a formal module,…

What I’ve learnt from trading

Over the past decade, whilst I’ve always been a quantitative strategist and developed many strategies primarily for research purposes, I’ve had quite a bit involvement in creating models which have also been traded with real cash. At Lehman Brothers, I was involved in the creation MarQCuS product, which had over 2bn USD under management. I created…