Author: Saeed Amen

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…

Mince pie data

The sun is slowly receding, the sky is darkening early each day, the leaves have fallen: signs that Christmas is drawing near. When I was younger there was something which puzzled me most of all about Christmas. That something was the humble mince pie. I could not quite understand where precisely the mince was, since it…

How to learn Python?

Over the past few weeks, I’ve chatted to quite a few people who are starting to learn Python primarily to analyse financial markets and all of them were keen for a bit of guidance of where to start. Hence, I thought it would be useful to collect together a few thoughts on the subject in this blog…