AIDST has quickly established itself as one of the most important finance based data science conferences in the calendar. I recently attended and presented at the recent AIDST London event in September. The conference featured a mixture of both high-level talks and also more technical sessions. The conference began with a presentation from Manoj Saxena,…
Category: Data
Data, General
Value from your internal data
by Saeed Amen •
Going on holiday is fun! As the cliche goes, there are so many places to see. However, in practice, we all end up going to relatively similar places, which are likely easier to get to. If you’re visiting a place, which your friends have been to, my guess is you’ll probably ask them for tips…
Data, General, Python
Your data science stack & baklawa
by Saeed Amen •
Last week, I began my article by extolling the virtues of knafa. This week it is the turn of baklawa, another popular Middle Eastern dessert. It’s made in many countries in that region and it varies somewhat depending on the countries. In Turkey, a much larger amount of syrup is used (and possibly honey, Google…
Data, General, Python
Making Python come alive with Jupyter
by Saeed Amen •
I’ll admit something about burgers: I do eat other types of food. One of my favourite desserts is knafa. It’s a noodle type pastry made in many parts of the Middle East. I recently visited Istanbul, and I probably consumed more knafa than I’ve had in total for at least a year. In one of…
Data, General, Python
Making Python work with large datasets
by Saeed Amen •
There are only so many things you can keep up in your head at any time. As humans our bandwidth is fairly limited. We simply can’t get everything done. The only way to get large scale stuff done is to work with others. Management is a special skill in itself. There’s a comedy sketch with…
Data, General
Ideas on pricing alternative data
by Saeed Amen •
We all know fizzy drinks are awful. They’re acidic, thanks to all the CO2. They are usually packed with copious amounts of sugar. Your teeth are unlikely to be fans of either carbonic acid or sugar. Fizzy drinks make it very easy to ingest large amounts of sugar very quickly in a few gulps, which…
Data, General
Why banks should monetise their datasets
by Saeed Amen •
The big news in the data world this month has been the merger between LSE and Refinitiv. It is unlikely to be last such tie up, as @jbaksht puts it in a recent tweet below. One obvious reason is that for exchanges, monetising their dataset is becoming an ever more important revenue source. In many…
Data, General
Combining alternative datasets to generate alpha
by Saeed Amen •
I’ve got a car, despite the fact that I rarely drive it. There’s that nagging feeling, that I should keep my car, just in case I need it. On those rare occasions I do drive it into London, I end up moaning about all the traffic, and wish I’d taken the Tube. Not only that,…
Data, General, TCA
Keep your trade data private for TCA
by Saeed Amen •
It’s been a while since I had my first job at Lehman Brothers. It’s all slightly a blur now. For the first few weeks, we rotated around various desks, in a sort of matchmaking exercise to see where we’d get a job. I remember being thoroughly disappointed at not making the cut for the CDO…
Data, General
Is your firm sitting on valuable exhaust data?
by Saeed Amen •
I’ve never tried to use a metal detector. The dream, I assume, of folks that use metal detectors is to find treasure! In an unassuming grass field, maybe they’ll stumble across Roman gold or perhaps a Tudor necklace? The chances are pretty low. Perhaps, a lot of metal objects you’d dig up would pretty worthless.…