The world has changed. I’m sure that phrase has been uttered many times before, usually when the world really hasn’t changed. What “back to normal” will look like, no one really knows. At this stage, most of us are under a state of lockdown and has given us to time to think. Although, it should…
Category: Data
Data, General, Macro, Python
Writing a story with alt data
by Saeed Amen •
I seem to spend most of my time writing. For over a year Alexander Denev and I have been coauthoring The Book of Alternative Data. I’ve also written a few papers on alternative data and FX recently. Aside from that, I’m still writing, although usually in Python and I’ve also recently started to learn kdb+/q.…
Data, General, Python
The importance of data visualisation
by Saeed Amen •
In finance, we spend so much time doing analysis and working with data. What’s the most important part of the process? Clearly, sharing your findings. If you are unable to communicate what you’ve done, and your audience can’t understand it, the value of your research is reduced. One way to share your research is through…
Data, Foreign Exchange, General, Python, TCA
How to speed up Python and TCA
by Saeed Amen •
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…
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…