It’s been a while since I had my first job at Lehman Brothers. It’s all slightly a blur now. For the first few weeks, we rotated around various desks, in a sort of matchmaking exercise to see where we’d get a job. I remember being thoroughly disappointed at not making the cut for the CDO…
Category: Data
Data, General
Is your firm sitting on valuable exhaust data?
by Saeed Amen •
I’ve never tried to use a metal detector. The dream, I assume, of folks that use metal detectors is to find treasure! In an unassuming grass field, maybe they’ll stumble across Roman gold or perhaps a Tudor necklace? The chances are pretty low. Perhaps, a lot of metal objects you’d dig up would pretty worthless.…
Data, Foreign Exchange, General, Macro
Read the Fed through NLP
by Saeed Amen •
It’s easy to miss things. However, we simply don’t have enough time to do everything. I like burgers, and I usually use this blog as an excuse to talk about them. Bear with me for a moment, there is a point to this! Let’s say I wanted to find out the best burger in my…
Data, General
Sorolla and data science
by Saeed Amen •
I had never heard of the painter, Sorolla, until I recently saw an advert on the Tube for an exhibition of his work at the National Gallery. This week, I visited the exhibition. What is immediately apparent from his work is the way he uses of light, and in particular sunlight (and perhaps it’s not…
Data, General
How to learn about alternative data
by Saeed Amen •
Tap, tap, tap. It’s impossible not to tap your feet to a good track. Music can come in all forms, from Beethoven and Mozart, to Jay Z and Taylor Swift. There’s the good, the bad, the ugly: music which uplifts, depresses, infuriates. Music is about triggering a reaction in the listener. It’s about hearing that…
Data, General, Macro
Alternative data as the oil industry
by Saeed Amen •
I know how to find a decent burger. I’ll scour the web, I’ll walk around, I’ll ask my friends. If there’s a good burger, I’ll be sure to find it. When it comes to cooking it, well, I’m probably not quite as confident. Sure, I can make a burger. Will it be the best burger,…
Data, Foreign Exchange, General, Macro
Alternative data for FX
by Saeed Amen •
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…
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…