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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Building a quant platform

I recently went to a talk at the Python for Quants group in London started by Yves Hilpisch, which featured a talk by Mark Higgins, the co-founder of Washington Square Technologies. Mark’s talk was about the benefits of a quant platform, which can help when it comes to working together in a team. The general idea…

Why has that price moved?

Why? It’s the most insidious of words in the English language. It is so often easy to ask why, but somewhat more difficult to answer. I kind of like burgers, but ask me why, and perhaps the only way I could answer would be with something mundane like “they taste good”, and elaborate on that…

Capital flows and FX

When data is irritating to get hold of, guess what, folks don’t bother looking at it (or at the very least fewer people take a look at it). When it comes to FX, one dataset which seems to suffer from this is capital flow data. First what are capital flows? To quote that arbiter of all…

What drives FX?

The title of this post seems simple enough. However to answer the question of what drives FX is somewhat more complex. I remember one of my colleagues at Lehman Brothers, used to describe FX as an amalgamation of other markets. When a portfolio manager buys stocks in a foreign country, this results in an FX…