Patience is a virtue. We’re all used to waiting in line, being patient for our turn to come. The alternative is a lot of squabbling about queue jumpers etc. and would likely result in everyone waiting even longer, whether it’s queuing for check in, waiting to be served in a restaurant or so on. Is…
Category: Data
Data, General
Alpha vs beta datasets
by Saeed Amen •
There are some ingredients that are pretty common. Just because they’re commonly used, does not make them unimportant. If anything, they are the most important when it comes to food. Without common ingredients like flour or oil, it’s going to be quite limiting. By the same token, very rare ingredients are not necessarily the most…
Data, Events, Foreign Exchange, General, Macro, Python
Extracting expectations for French election
by Saeed Amen •
We can’t know everything, even a fraction of everything. If we want to find something out, we need to do research. Typically, we’ll try to look at what else has been researched about a topic. If it’s a very niche topic, then it’s less likely we’ll find something relevant. However, if the topic is popular,…
Data, General, Macro
Breaking down quant questions
by Saeed Amen •
During the pandemic, a question of where to travel to, hasn’t been uppermost in most of our minds. After all, there’s little point in thinking of travelling when it’s been so difficult, and when our minds have been occupied elsewhere, particularly if you’ve been impacted most by the coronavirus, through illness or through work, such…
Data, General, Macro
How to buy data, the price to pay
by Saeed Amen •
Sometimes, it’s obvious what you want to buy. If you go to a burger joint, you probably want to buy a burger, right? No one goes to a burger joint for a salad (or at least I don’t). However, if we take a step back, what type of burger you’ll order, depends on the place.…
Data, General
Predicting the past
by Saeed Amen •
Remembering the past isn’t always easy. I can remember the very worst P&L days of models when I was in a bank (and precisely what triggered the event). Can I remember the best P&L days..? Not a chance. Does that mean there were no good P&L days? Thankfully there were! With burgers, by contrast, I…
Data, Foreign Exchange, General
Decomposing flows in FX
by Saeed Amen •
If you’re busy during the workday, it’s unlikely you are going to take much time choosing where you go to lunch. You just want to get something to fill you up. By contrast if you’re on holiday, then you might take a bit more time about selecting somewhere to eat. You’ve got more time, and…
Data, Foreign Exchange, General, Macro
What everyone else is trading
by Saeed Amen •
When visiting a new place, there are a number of ways of deciding where to eat. One way would be to check a website like trip advisor. However, you might feel that this isn’t the best way to research this. Perhaps a more authentic way to find a nice place to eat is to simply…
Data, General
First steps when exploring data
by Saeed Amen •
It’s exciting travelling to a new place and exploring it. No matter how prepared you might be, it’s always different when your actually there. Photos are useful for points of reference, as might travel guides, yet they always miss parts of the travel experience. Revisiting a place after many years, adds to the mix memories,…
Data, General, Macro, Python
Hundreds of quant papers from #QuantLinkADay in 2021
by Saeed Amen •
Over the past few years I’ve been tweeting a daily quant paper (or quant related library or similar) every day with the #QuantLinkADay tag. The initial objective was to make sure that my Twitter account @saeedamenfx posted at least some useful quant link of information (and to prevent Twitter followers being overrun by burger tweets,…