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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Debunking open source myths

Pretty much everyone will have used open source software either directly or indirectly. After all, Linux is open source software, and runs on most servers these days. If you’ve ever used the web, it is likely you’ve indirectly used one of these servers. On a personal level, I’ve open sourced some libraries such as finmarketpy…

What is the WMR fix and TCA?

Yesterday, it was reported in the Financial Times that several FX traders who were charged with manipulating the WMR fixing at 4pm LDN were found not guilty in a New York court. Offering a WMR fixing service actually results in a market maker taking substantial risk on a transaction, which seems to have been lost…

Avoiding startup stumbling blocks

Over the past five years I’ve been working independently initially at the Thalesians and now my full time focus is now on Cuemacro. I’ve written about some of my experiences during this time. In this article I take a broader view not only of what I’ve learnt, but what other startups have accomplished in the past…

Moving from Matlab to Python

What’s your favourite burger joint? This is probably the question I get asked most. Perhaps a more relevant question I get asked, is what are the best ways to move from Matlab to Python. For many financial firms, it is a very pertinent question. I used Matlab extensively during my career, particularly when I was…