OK, I admit it I quite like burgers. However, what makes a good burger? I’ve had many (perhaps, some would speculate too many) burgers over the years. First, there is not necessarily a linear relationship between the price of a burger and the quality. Admittedly, the quality of beef in a fast food burger is generally…
Category: Data
Data, Foreign Exchange, General, Macro, Python
Over 300 quant links from #QuantLinkADay
by Saeed Amen •
I’ve been tweeting regularly over the past few years, usually around quant finance, coding and also a bit on burgers. Last December I decided to regularly start tweeting a quant link every day, for which I used the imaginative hashtag #QuantLinkADay (yes, that hashtag took a lot of thought…!), to flag interesting quant papers (generally…
Data, Foreign Exchange
That’s more news to me
by Saeed Amen •
The field of alternative data is growing at a rapid rate. One of the most established forms of alternative data is that of machine readable news. The amount of news available is expanding very quickly. By making it machine readable, it is possible to digest much more news than would be possible for a human.…
Data
Mince pie data
by Saeed Amen •
The sun is slowly receding, the sky is darkening early each day, the leaves have fallen: signs that Christmas is drawing near. When I was younger there was something which puzzled me most of all about Christmas. That something was the humble mince pie. I could not quite understand where precisely the mince was, since it…
Data, Foreign Exchange
Elections, markets and alternative data
by Saeed Amen •
I was in New York during election week. The timing had been more of a coincidence than anything else. The main reason I had gone to New York was to meet clients. I wanted to better understand how investors were thinking about alternative data and quant approaches to markets (and of course, to try out…
Data
What’s a data scientist?
by Saeed Amen •
I recently attended the Open Data Science Conference (ODSC) in London. The very first presentation was given by Gael Varoquaux. One of the first questions he asked was an obvious one, at such an event: what’s data science? In a nutshell, Gael, described data science as a combination of statistics plus coding. Whilst the term data…
Data
Modelling market behaviour
by Saeed Amen •
Life is complicated. It’s perhaps for that reason that philosophers have mused about the world for millennia. How do mathematicians deal with this complexity we encounter in the world? They seek to simplify it. By breaking down problems into their constituent parts, they become more tractable and solvable, and something that we might be able to…
Data
Better data rather than the fastest data
by Saeed Amen •
It’s probably been about 20 years since I last timed myself running 100 metres. From memory, it was under 15 seconds (possibly 13 or maybe 14 seconds). I suspect I could run it a bit quicker today, as I run several times a week these days, somewhat more regularly than I when I was a kid.…