First off, and possibly this might disappoint some, this post is written by a human, who has a certain penchant for burgers, as opposed to ChatGPT, who prefers to digest CPU cycles and TCP packets. Twitter and LinkedIn are awash with examples of questions for ChatGPT and their answers. I have to admit some of…
Author: Saeed Amen
Data, Foreign Exchange, General, Macro, Python
Hundreds of quant papers from #QuantLinkADay in 2022
by Saeed Amen •
If you follow me on Twitter (@saeedamenfx), you’ll notice that I post a lot of stuff about burgers (yes, I do like them). In an effort to make sure that I at least regularly post quant content (as opposed to burger based tweets), I started posting a daily link under the #QuantLinkADay hashtag. Usually these…
Events, General
QuantMinds 2022 Barcelona
by Saeed Amen •
It’s been thirty years since Barcelona held the Olympics. Whilst I never visited the city before the Olympics, it’s difficult not to notice the impact of the event. You can see this in many areas of the city, such as in the seaside, where the beachfront was developed. The legacy of the Olympics in Barcelona…
Events, Foreign Exchange, General
TradeTech FX in Amsterdam
by Saeed Amen •
Amsterdam is a city that I haven’t visited for a while. I’m glad to say not much has changed since my last visit: the rain (yes, I seem to pick the worst days to visit), the canals and more. It’s one of those large cities, which somehow manages to retain a small town feeling, and…
Data, General, Macro
The importance of independent forecasts
by Saeed Amen •
Sometimes we can really predict the future. These days weather forecasters ingest massive amounts of data to come up with their forecasts. Admittedly, they are not always 100% accurate, but they are noticeably more accurate than they were say 20 years ago. In financial markets, the likelihood of being extremely accurate in predicting the…
Data, General
What is “good” for a model?
by Saeed Amen •
If we have no reference, we have no way to compare. If you’ve never had a burger before, there’s no point of reference for what a burger tastes like. Of course, there will be other points of reference, maybe a steak you’ve had before? Or if it’s a veggie burger, then perhaps tofu? It isn’t…
Data, General
Machine learning for data cleaning
by Saeed Amen •
Every data scientist wants to do the fun stuff, ie. building models! You might be forecasting a variable. Perhaps you are classifying a variable into a specific group. Machine learning is usually part of this, whether it’s a simpler linear model or something more complicated that can take into non-linear relationships, whether that is a…
General
What have I learnt after 9 years of independence?
by Saeed Amen •
Over 15 years ago, I had seen the original scroll of On The Road by Jack Kerouac at the New York Public Library. A few years later, I finally read On The Road as it had been written in the original scroll. The “stream of consciousness” style was very different to anything I read before,…
Data, General
Machine learning in macro
by Saeed Amen •
There are buzzwords and there are buzzwords. The buzziest (if that indeed is a word) of buzzwords in technology is that of machine learning, whether it’s using machine learning to improve image recognition, natural language processing etc. Although, I’ve got to admit, there’s still a long way to go… I still repeatedly get advised to…
Data, General
Managing tickers for your data
by Saeed Amen •
We all want to do the cool stuff. We want to go on holiday, but maybe we’d like forget about the time it takes to get there. We want to go a nice popular restaurant, but maybe we’d like to forget about how the time it takes to queue we need to queue. We want…