I recently visited the USA. I managed to visit a number of different cities. Whilst I was there primarily for work, I managed to squeeze in a few days to look around the various cities I visited. I visited Philadelphia for the first time, and I saw Independence Hall and the Liberty Bell, both of…
Category: Data
Data, General
Progress in The Book of Alternative Data
by Saeed Amen •
After finishing my first book, Trading Thalesians: What the ancient world can teach us about trading today, I said to myself that I would never write a book again. After a few months, I pretty much forgot saying anything of the sort, and tried to think of something else to write. The difficulty though was…
Data, Foreign Exchange, General, TCA
TCA usage across different asset classes
by Saeed Amen •
In London, burger joints have proliferated hugely in recent years. As result, there are simply too many and unfortunately some have closed (including my local favourite, a branch of Gourmet Burger Kitchen, this week). Despite, their proliferation, it seems as though we simply aren’t eating enough burgers, despite the fact, that I’m personally trying to…
Data, General
More words, less code from quants
by Saeed Amen •
LinkedIn often gets derided. Somehow it’s become the home of that motivational post, which usually revolves around the seven traits of successful people. I’ve never quite ascertained, why are there only seven traits for successful people. Why not, for example eight traits, or perhaps nine? The day of a successful person, according to these…
Data, Foreign Exchange, General, TCA
The Beatles.. and TCA for FX options
by Saeed Amen •
I’ve heard many explanations for how the Beatles got their name. I have to admit I never quite put two and two together to realise it could be a pun on the word “beat”, until someone on Twitter pointed it out a few months ago (despite my predilection for coming up with awful puns to…
Data, General, Python
Build or buy for quant tools
by Saeed Amen •
It’s always tempting to do everything yourself. After all, it’s easy to think I know best. I once tried to make macarons. Once my uneven mess of macarons emerged from the oven, I had a much better understanding of what motivated people to buy macarons from Pierre Hermes. Subsequent attempts at baking them proved more…
Data, Foreign Exchange, General, Python
How to collect market tick data
by Saeed Amen •
A lunch break is probably more of a necessity from a break perspective than anything else. You could make the “break” aspect as short as possible, by getting a ready made takeaway. However, that kind of negates the whole break aspect of it all. I end up going through various cycles of what I have…
Data, General, Python
A few ideas from natural language processing
by Saeed Amen •
We’re all smarter than computers! One area where we have a particular advantage is understanding human language. For computers, human language is, perhaps (excuse the pun) somewhat inhumane. After all, computers like numbers. Humans (well, some of us) also like numbers, but to communicate, unsurprisingly, we stick to using human language. It’s sheer ambiguity is…
Data, Foreign Exchange, Python, TCA
Reducing TCA maintenance costs
by Saeed Amen •
I love cars. I always have. The cost of a car is never purely the sticker price in the showroom. Of course there’s the cost of petrol. Despite being wrought of steel, cars have a decidedly human quality, going wrong. The stealth cost is related to that very specific human element of cars, the maintenance…
Data, General, Python, TCA
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…