It’s always tempting to do everything yourself. After all, it’s easy to think I know best. I once tried to make macarons. Once my uneven mess of macarons emerged from the oven, I had a much better understanding of what motivated people to buy macarons from Pierre Hermes. Subsequent attempts at baking them proved more…
Category: Data
Data, Foreign Exchange, General, Python
How to collect market tick data
by Saeed Amen •
A lunch break is probably more of a necessity from a break perspective than anything else. You could make the “break” aspect as short as possible, by getting a ready made takeaway. However, that kind of negates the whole break aspect of it all. I end up going through various cycles of what I have…
Data, General, Python
A few ideas from natural language processing
by Saeed Amen •
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…
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…