Category: Data

Calling corporates, monetise your data!

I’ve been looking at markets for over a decade. Throughout my career, I’ve always been looking to find unusual and exciting datasets to shed new light on markets and find alpha. Back in 2008, I published an article for Lehman Brothers FX Research examining the use of Google Trends to trade currencies, which was a…

Painting in the colour of alternative data

I must preface what I’m about to write, by stressing I know very little about art. I like photography, but in terms of “creating” art, I haven’t strayed beyond that. I might just about be able to pick out a Picasso, recognise a Rembrandt or memorise a Mondrian, but that’s about it. However, what little I do…

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…

What’s a data scientist?

I recently attended the Open Data Science Conference (ODSC) in London. The very first presentation was given by Gael Varoquaux. One of the first questions he asked was an obvious one, at such an event: what’s data science? In a nutshell, Gael, described data science as a combination of statistics plus coding. Whilst the term data…

Modelling market behaviour

Life is complicated. It’s perhaps for that reason that philosophers have mused about the world for millennia. How do mathematicians deal with this complexity we encounter in the world? They seek to simplify it. By breaking down problems into their constituent parts, they become more tractable and solvable, and something that we might be able to…