To my untrained non-artistic eye, it’s difficult to say much about a single brush stroke in isolation. I suppose we can see it’s colour, its size, the general style. However, beyond that I’m kind of stuck. It’s only when we see the brush strokes of a painting on aggregate that a picture finally emerges. Suddenly…
General, Python
The more you code, the less you know
by Saeed Amen •
I try to avoid cliches. They are just lazy ways to express ideas. Sometimes, however, I must confess laziness gets the better of me and I end up using a cliche. Somehow, even the lazy use of a cliche can actually seem appropriate. Music just strikes a chord, is a both a cliche and a…
Data, General, Python
Storing time series data
by Saeed Amen •
As regular readers of my posts may have realised, I kind of like burgers. It’s a simple meal, but somehow very satisfying. There’s obviously vast differences between the burgers on sale, in terms of quality. It isn’t necessarily the case that the most expensive burger will be best. In practice, excessively expensive burgers, end up…
Data, Foreign Exchange, General, Python
Having source code for TCA is useful
by Saeed Amen •
I’d love to be able to cook. I’m slowly learning, but cooking anything more complicated than a pasta essentially flummoxes me. When it comes to eating, well, the inability to cook is of no hindrance for me to consume food of bewildering complexity. I have no idea how to make a duck confit (and even…
Data, Python
Software engineering is as important as data science
by Saeed Amen •
I end up tweeting a lot. Possibly, far too much of what I tweet is random, about burgers and so on, albeit with a modicum of tweets about markets and Python. Twitter inevitably acts like some sponge, absorbing your attention, which can often be a bad thing, but can actually also be a good thing.…
Data, Foreign Exchange, Python
Where to find free data for markets
by Saeed Amen •
If you do any sort of analysis of markets, you need market data and related datasets. Without data, you are kind of stuck! There are of course many market datasets which are available to purchase from data vendors. However, what type of datasets are available for free (aside from crypto markets, where there is a…
Data, General, Macro, Python
New Year’s Quant resolutions
by Saeed Amen •
So this is Christmas / And what have you done? / Another year over / And a new one just begun, as John Lennon once sung. Whilst Christmas is a time to reflect on the past year, the New Year is instead a time to look forward. This may involve New Year’s resolutions, or possibly…
General
Skin in the game for quant traders
by Saeed Amen •
I recently read a tweet posting by Mark Dow (@mark_dow) about the concept of skin in the game, which inspired me to delve into the subject a bit more. A quick perusal of the internet (ok, Wikipedia) suggests that the term skin in the game might have been coined by Warren Buffett, although there are…
Foreign Exchange, General, Python
Hundreds of quant papers/libraries from #QuantLinkADay in 2018
by Saeed Amen •
I tweet quite a bit! It can involve random subjects such as burgers. However, the main objective of my Twitter account is to tweet about all thinks quant related, whether it’s trading strategies or the market or coding (in particular Python). To make sure I actually did this, several years ago, I started my #QuantLinkADay daily…
Data, Foreign Exchange, Python
How to reduce transaction costs when trading FX
by Saeed Amen •
Winter’s coming. Temperature’s dropping. It’s time to swap light jackets with thick coats. Let’s imagine it’s Black Friday tomorrow and you’re in the market for a new coat. You’d probably wait a day just in case it was discounted. Furthermore, you might check the price in a couple of shops. After all, everyone loves a bargain, and…