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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How to motivate learning of Python

I’ve written a lot about Python over the past few years, explaining how it fits in with the ecosystem of other languages. I’ve also discussed good resources for learning of Python, in particular books and tutorial websites. There are two ways that I can see learning programming language. The first way is a formal module,…

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…