Author: Saeed Amen

Data, trend following and more

One of the historical bedrocks of many quant funds, in particular those known as CTAs, has been trend following strategies. Funds such as Winton have largely been known as trend followers. Recently Risk.net published an interview with David Harding, the founder of Winton (link here and it’s well worth reading), alongside some of their thoughts. Harding…

Where does alternative data fit in?

I often get asked about where alternative data can be used during the investment process. In practice, I think the key point about alternative data, is that it isn’t an “alternative” to traditional data sources. Furthermore, very often you want to combine various alternative data sources together to generate a signal. This also means combining…

World Cup trading

It’s that time again, the World Cup is here. I’ve lost count of the number of games I’ve watched at this stage, and we haven’t even got to the knockout games. At the moment, it’s half time, in the Belgium vs Tunisia group game. I’ve just seen Belgium go in front with Lukaku scoring two…

Is startup life for you?

I’ve been working in startup territory for nearly 5 years. Initially I spent 3 years full time at the Thalesians a company I co-founded. For the last 2 years my full time focus has been Cuemacro. The whole startup experience has been mostly about learning. Coming from the corporate world of banking, it has been somewhat…

Cleaning data for trading

Nobody likes doing the boring stuff. We all want to go on holiday, but packing our bags is not the fun bit. We all want to have a nice burger (well, I do), but queuing for ages at an ever popular burger joint is not what we want. Traders all want to have positive P&L,…

Trading what’s priced in

If I go to the Burger King (for some reason it sounds better that way, by including the ‘the’), I kind of know what I’ll get. The burger, will likely be a Whopper. Whether I’m in London or New York, the whole Burger King experience is likely to be very similar. The burger should taste…