It has been years since I picked up a CD from my shelf, let alone played one. It seems so much more convenient to use iTunes or Spotify. Any track is a few clicks away, playing from their vast archives. Despite that, I somehow miss the whole ritual involved with CDs. Flicking through CDs in…
Category: Data
Data, General
How to make your trading firm data driven
by Saeed Amen •
The question I get asked most, usually revolves around burgers, a variation of where’s my favourite burger place, or what cheese works best on a burger etc. I am always happy to answer these crucial questions! Another question which I get asked often, is how do I begin to use data in my trading?…
Data, Foreign Exchange, General, TCA
TCA to improve your investing
by Saeed Amen •
Chips are supposed to go with burgers, or with fish. However, there are times when chips by themselves are exactly what you need and also as a side for many other dishes. Probably my favourite chips are from Vlaams Friteshuis Vleminckx. It doesn’t look like much, a tiny takeaway nestled in the streets of central…
Data, General, Python
Keeping data vendor APIs simple
by Saeed Amen •
Just imagine that every time you went into a shop, you had to change your clothes, because they had a different dress code? Say your grocer would insist on only people wearing yellow, whilst your supermarket would require red clothes only.. Ok, that’s a somewhat ridiculous example, which would never happen. In practice, we can…
Data, General, Macro
Technical analysis and alt data
by Saeed Amen •
Most times I go to a burger joint, I seem to be happy. Is there correlation or causation, when it comes to my state in these instances? I would argue that there is some causation going on here, in that going to burger joint makes me happy. I’m pretty sure, most folks would agree with…
Data, General
Getting buy in for alt data
by Saeed Amen •
When I buy a steak, the motivation is relatively simple: I’d like to eat it. The same goes for a burger. Or indeed, some cheesecake. I suppose I could derive some value from snapping a photo of it and putting it on Instagram, without eating it, but that frankly seems like an utter waste. Ultimately,…
Data, General, Python
Why try Linux for Python and how
by Saeed Amen •
I went on a long walk yesterday. You could argue that it was pointless. I was going nowhere in particular, and ended up where I started. However, on the way I got a bit of exercise, and it was a nice break from being at home. Another good reason is that I often seem to…
Data, General, Macro
Managing risk through planning
by Saeed Amen •
Today is July 4th. For America, it is a day of celebration recalling the Declaration of Independence. As well as remembering the past, it is also a time to think about the present and to think about the future of America. This year, more than any in the recent past has been a challenging…
Data, General
Finding the missing data factor in a trading strategy
by Saeed Amen •
Something’s been missing the past few months. It’s been pretty easy for me to identify that very specific missing element… burgers. I have made my own burgers at home, and they were pretty good. Yet, there were still something missing. It’s not quite the same as the ones you get at Burger & Lobster, and…
Data, Foreign Exchange, General
Political market making
by Saeed Amen •
It is challenging to understand how to model external shocks when trading financial markets. However, in recent years, it has become particularly notable that these risks, such as Brexit, the election of Trump, or coronavirus can greatly impact markets. Hence, we need to have a way to model them. In this paper we investigate the…