Feet tap. Hands clap. Heads shake. Music affects us. It moves us. By contrast, noise annoys us. Car horns beeping. Trains braking. Rain falling. It’s all sound. Yet it is obvious to discern the difference between music and noise. Music has intent, it has rhythm, it has pitch. Noise is an unwanted byproduct of our…
Category: Data
Data, General, Python
First steps of building quant
by Saeed Amen •
If I want to get something done, I find procrastination is the optimal strategy. Well, I suppose optimality is dependant on the time horizon. In the short term, it is nearly always optimal. In the long term, it is less clear whether procrastination will always be an optimal strategy. Eventually though you’ll have to do…
Data, General, Python
New Year 2020 quant resolutions
by Saeed Amen •
January. Cold. Rain. There’s little to be joyful about this month. However, amidst the gloom, there is that shard of light which crosses over into the future. In particular, the New Year gives you an opportunity to start again, that imaginary line of sand, separating you from the past 12 months. It’s that time when…
Data, Foreign Exchange, General, Python
Hundreds of quant papers from #QuantLinkADay in 2019
by Saeed Amen •
I probably tweet too much. Some tweets are on burgers (well, they are pretty important I suppose). Other tweets will constitute puns, which I find mildly amusing, but most term as “dad jokes”. Among all of these tweets, there is also stuff about Python and quant more generally. In particular, I tweet out #QuantLinkADay, which…
Data, General, Python
Putting quant into your market analysis
by Saeed Amen •
It’s impossible to know everything. Furthermore, as the cliche goes, the more you learn, the more painfully apparent it is, that there even more out there left to learn. I like burgers, but despite years of eating burgers, I’m not sure I can consider myself an expert. After all, I’ve only sampled a very small…
Data, General, Python
Python use cases for trading desks
by Saeed Amen •
If there’s one thing I get asked most by traders, it is usually a question about how to learn Python! I recently taught a Python for finance course at Queen Mary University of London. Judging by the take up of the course, Python is also a topic of interest for students wanting to break into…
Data, General
The importance of valuing your data
by Saeed Amen •
There are many points which crop up during presentations about data. Usually, there’s some discussion about how cleaning data takes 80% of the time and 20% of the time is dedicated to the “fun” bit of analytics. Then they’ll be some of the attributes associated with big data, such as the Vs. Perhaps what gets…
Data, General, Python
Business models for fintech
by Saeed Amen •
In every part of Istanbul, you’ll find stores which sell a plethora of snacks, ranging from dried fruit to nuts to baklawa. Whilst everything seems delightfully fantastic, ultimately, you can’t buy every single item. You need to make a choice. Invariably, when I recently visited Istanbul, I ended up choosing a mix of different things,…
Data, General
The Berlin Wall and market information flows
by Saeed Amen •
I visited Berlin over 15 years ago. It’s one of those places, where history literally seems everywhere, whether it’s strolling through the Brandenburg Gate or past the Kaiser Wilhelm Memorial Church, which has been left as a partial ruin as a reminder of war. Only 15 years before my visit, the Berlin Wall had fallen.…
Data, General, Macro
The Beatles and nostalgic backtesting
by Saeed Amen •
It’s 50 years this year since the Beatles’ Abbey Road album was released. Reenacting the Abbey Road cover on the zebra crossing is something I’ve wanted to do for years but have somehow never got round to it. What’s so special about the Beatles, that makes fans crowd around that Abbey Road zebra crossing, much…