Somewhat abusing a quotation by Dickens, coding is the best of times and also the worst of times. The worst of times are those hours spent debugging, what appears to be some innocuous code, that throws an exception for some totally inexplicable reason. When you find the problem it is usually something which was incredibly…
Category: Data
Data, Foreign Exchange, General, Python, TCA
Cuemacro’s TCA software is now open sourced
by Saeed Amen •
It’s a difficult time at present around the world. You obviously don’t need me to tell you that. Let’s hope that we can conquer the coronavirus soon and we all give thanks for those on the front lines, working in hospitals caring for the sick, those working in supermarkets and all those keeping society going…
Data, General, Macro
Machine readable news, markets and coronavirus
by Saeed Amen •
Sometimes, when I have a burger, it’s the unexpected ingredients which truly make it special. Perhaps it’s a fried egg, perhaps it’s the sauce, maybe the fried onions? Of course, the “core” of a burger, namely the patty and the bun have to be good too, but it’s the extra special touches, which can also…
Data, General
Criteria to judge datasets
by Saeed Amen •
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…
Data, General
Tapes, CDs and trading
by Saeed Amen •
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…
Data, General
Different ways financial data is used
by Saeed Amen •
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…
Data, General, Python
Using images in trading
by Saeed Amen •
There are some things computers can’t really do. They can’t enjoy a good burger. They don’t seem to understand the importance of knafa. Ok, perhaps these aren’t really that important. However, people are still pretty good at doing many things, that computers haven’t been able to do well, at least until recently. Any toddler can…
Data, General
The music of the markets
by Saeed Amen •
Feet tap. Hands clap. Heads shake. Music affects us. It moves us. By contrast, noise annoys us. Car horns beeping. Trains braking. Rain falling. It’s all sound. Yet it is obvious to discern the difference between music and noise. Music has intent, it has rhythm, it has pitch. Noise is an unwanted byproduct of our…
Data, General, Python
First steps of building quant
by Saeed Amen •
If I want to get something done, I find procrastination is the optimal strategy. Well, I suppose optimality is dependant on the time horizon. In the short term, it is nearly always optimal. In the long term, it is less clear whether procrastination will always be an optimal strategy. Eventually though you’ll have to do…
Data, General, Python
New Year 2020 quant resolutions
by Saeed Amen •
January. Cold. Rain. There’s little to be joyful about this month. However, amidst the gloom, there is that shard of light which crosses over into the future. In particular, the New Year gives you an opportunity to start again, that imaginary line of sand, separating you from the past 12 months. It’s that time when…