We all have budgets in mind for certain things. If someone offered me a burger for 1000 GBP, well, I’d probably have to politely decline. If someone offers me a house for 1000 GBP, well, that seems like good value! Our budgets are related to what we perceive as being “good value”. Ok, that’s fairly…
Category: Data
Data, General, Macro
Forecasting or nowcasting?
by Saeed Amen •
We all want to forecast what’s around the corner? However, perhaps a more pertinent question, which we might seek to ask is the following, is this actually a corner? In a nutshell, that is the difference between forecasting and nowcasting. Forecasting is all very well and good, but it isn’t particularly easy. Nowcasting is more…
Data, General, Python
S3 less Audi more Amazon
by Saeed Amen •
When I hear S3, I still think of the Audi S and RS models, those high performance variants and Audi’s versions of the BMW’s M series. I’ve got to admit, there is something a bit more special about a BMW M5 compared to an RS6, but I’ve never driven either to confirm that (any comments…
Data, General, Macro
Differences between economic and price data
by Saeed Amen •
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…
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…