Price data is usually the first port of call for quants to use in trading strategies. There are many price based strategies which remain popular such as trend following. In general it tends to be easier to start with price data when building models. For one our signal and asset returns can be derived from…
Category: Data
Data, General, Python
Opening up Python to the business
by Saeed Amen •
When was the last time you were on a plane? Probably a while back, right? When you got on the plane, did you turn right and take a seat, or were you told to turn left, and to fly the plane yourself? Sounds like a really silly question! Most people flying on a plane are…
Data, General
Finding alt datasets for trading
by Saeed Amen •
Let’s say you want a burger. How do you find a good burger joint? One way is to try all the ones nearby, and then when you done that, pick the best to return to (this is the research stage..!). In practice, this isn’t feasible, there are just too many! Instead, the only way to…
Data, General, Python
Setting up a Python data science environment
by Saeed Amen •
It’s impossible to learn something like coding quickly from scratch. Even after a long time (30 years!) I keep on learning whenever I code. I can imagine in the decades ahead I’ll keep on learning about how to improve coding. Whilst technologies keep on evolving, and every so often a language comes into vogue, ultimately…
Data, General, Macro
Crypto and quant trading
by Saeed Amen •
There’s probably something innately human about wanting to be right about a prediction. If I get a burger, I especially hope that it’ll be a fantastic burger. Sometimes it is, and I feel a sense of vindication. Other times, maybe not. The downside isn’t exactly a big deal, just a lousy meal, and hopefully, they’ll…
Data, Foreign Exchange, General, Macro
Markets and their seasons
by Saeed Amen •
Over the past few weeks, spring has arrived, in what has been a very challenging period across many countries in the world. Looking outside, it’s a time of new beginnings, thankfully making a change from the past few months of winter. Markets have their seasons too. Some might actually mirror the actual seasons outside. …
Data, General, Python
Data scientists and coding
by Saeed Amen •
Data scientists code. There’s nothing controversial about this statement. Without coding you’d be limited to the types of tools you can use to analyze data, such as Excel. However, with coding we have access to libraries like pandas to work with time series, scikit-learn to do machine learning and so on, to build models. In…
Data, Foreign Exchange, General, Macro
Mind the gap risk
by Saeed Amen •
Financial markets are not generally open continually. Cryptocurrency markets by contrast, are open all the time. If you want to trade Bitcoin over the weekend you can. There are also various weekend markets on some smaller platforms, where you can speculate on assets like Dow Jones. If a market is closed and a big market…
Data, General, Python
Installing Python for financial data science
by Saeed Amen •
What’s the most important part of a holiday? Well, if you can’t get to the airport on time, it’s unlikely you’ll be going anywhere. When it comes to learning Python, the most important thing is to install Python in the first place! So how do you install Python, together with all the libraries you…
Data, General, Python
Visualization in Python
by Saeed Amen •
What’s one of the most important part of analyzing financial markets, or data science in general? There are several answers. If you don’t have any data to start with, there’s not really going to be more to analyze. Once you get the data, it needs to be cleaned, before the analysis etc. Once all the…