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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Painting with quant analysis

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…

Storing time series data

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…