Author: Saeed Amen

The echo and rhyme of Lehman

The Lehman analogy has usually got trotted out whenever stocks have had a drawdown since past decade. Often it’s been by permabears eager to blame central banks for every woe under the sun, a point that’s been emphasised by tweets from Mark Dow (@mark_dow). Using the comparison has been a bit like equating my cooking…

Testing times when coding

Over the past few weeks, the news has been dominated by the coronavirus. I wrote about the topic last week, specifically about using alternative data to understand how to track the economic impact, and also appeared on Bloomberg TV to discuss it. In these times, punctuated by observance of hand washing, face masks etc. it…

Correlations and trading

Correlation not causation. Ok, we’ve heard that thousands of time before. The difficulty is that we cannot simply ignore correlation if we are trading financial markets. The relationships between different assets and other data is often crucial to forecasting the market. If we were forced to ignore it, you’d end up ignoring so much data…

Criteria to judge datasets

There are McDonalds everywhere. It’s probably the most ubiquitous fast food joint. If you want a burger, and want it quickly, it not a bad choice (double negative intended). Is it the best choice for a burger? My uncontroversial response would be, no. I doubt many readers would find an issue with my answer. There…

Tapes, CDs and trading

I remember cassette tapes. The clunking sound when you closed your Walkman, the art of fast forwarding just enough to catch the next track, but not too far to miss half of it. I remember being in awe when we got our first CD player at home, and hearing it for the first time. It…

Different ways financial data is used

The weather is one of those universal neutral conversation starters, at least it in the United Kingdom (and well, let’s just steer clear of that conversation topic called Brexit for a few minutes). Hot weather isn’t always desirable. I was recently in Geneva, and had been expecting very cold days, bracing myself for a torrent…