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…
Category: Data
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…
Data, Foreign Exchange, General, Python, TCA
Having source code for TCA is useful
by Saeed Amen •
I’d love to be able to cook. I’m slowly learning, but cooking anything more complicated than a pasta essentially flummoxes me. When it comes to eating, well, the inability to cook is of no hindrance for me to consume food of bewildering complexity. I have no idea how to make a duck confit (and even…
Data, Python, TCA
Software engineering is as important as data science
by Saeed Amen •
I end up tweeting a lot. Possibly, far too much of what I tweet is random, about burgers and so on, albeit with a modicum of tweets about markets and Python. Twitter inevitably acts like some sponge, absorbing your attention, which can often be a bad thing, but can actually also be a good thing.…
Data, Foreign Exchange, Python
Where to find free data for markets
by Saeed Amen •
If you do any sort of analysis of markets, you need market data and related datasets. Without data, you are kind of stuck! There are of course many market datasets which are available to purchase from data vendors. However, what type of datasets are available for free (aside from crypto markets, where there is a…
Data, General, Macro, Python, TCA
New Year’s Quant resolutions
by Saeed Amen •
So this is Christmas / And what have you done? / Another year over / And a new one just begun, as John Lennon once sung. Whilst Christmas is a time to reflect on the past year, the New Year is instead a time to look forward. This may involve New Year’s resolutions, or possibly…
Data, Foreign Exchange, Python, TCA
How to reduce transaction costs when trading FX
by Saeed Amen •
Winter’s coming. Temperature’s dropping. It’s time to swap light jackets with thick coats. Let’s imagine it’s Black Friday tomorrow and you’re in the market for a new coat. You’d probably wait a day just in case it was discounted. Furthermore, you might check the price in a couple of shops. After all, everyone loves a bargain, and…
Data
Point-in-time for your data
by Saeed Amen •
The one thing we really want to know when making trading decisions, is the future! Alas, we don’t have that information! All we do have is information up until the point we actually want to trade, and have to somehow use that to make a prediction about the future price. Ok, this is blatantly obvious…
Data, General, Python
Data science in a database?
by Saeed Amen •
If you have a burger, a pretty important part is the patty. If the patty is awful, the rest of the burger is going to be pretty bad. However, just having good beef is not sufficient. You can overcook it, put too little fat in the patty, and ruin the beef. In a sense, data…