Lisbon sits wedged between the Atlantic on the West and the river Tagus on the south. It’s buildings seemingly tanned to deep pastel shades, reflect a sun, which seems forever present. Whilst is it the history of the city, which appears to greet the visitor at first, whether it the Tower of Belem, or monastery,…
Category: Events
Events
Buffett, Munger and the 2018 Berkshire Hathaway Meeting
by Saeed Amen •
It’s that weekend in the year, when investors converge on Omaha for the Berkshire Hathaway meeting. Over the years it has grown from a relatively low key affair with a handful attendees, to today, where attendees pack Omaha’s CenturyLink Center for the meeting (which has a capacity of around 17,000). It was my third time…
Data, Events, Foreign Exchange, Python
QuantCon NYC 2018 review
by Saeed Amen •
John Fawcett, founder of Quantopian with Rich Newman, FactSet A big reason people visit New York is for the burgers, right? You’ve got Shake Shack, Minetta Tavern, the Burger Joint… I could construct quite a long list. OK, that’s probably just a reason which encourages me to visit New York! At the end of…
Events, Foreign Exchange, TCA
Review of TradeTech FX USA 2018
by Saeed Amen •
Markets only go up, right? Well, equity markets, in any case. February proved that perhaps this isn’t that case. However, whilst equity cash and vol markets were rattled, the effects on FX more broadly, were relatively tepid. The USD did strengthen, but only modestly, and since then most of those gains have reversed. Against that backdrop,…
Data, Events, General
Interpretation talks at NIPS
by Saeed Amen •
“I model for a living”. If I had said that to my friends, I suspect it would be greeted by laughter. The closest I’ve been to a catwalk, is seeing, well a cat walk. Obviously, when I say, model, I mean quantitatively model. Without any sort of context, most people would likely interpret it from…
Events, Foreign Exchange
FX Papers from International Finance 2017
by Saeed Amen •
It can often be easy (and wrong) as a market practitioner in FX to think of moves from purely a speculator’s point of view. However, as probably seems blatantly obvious, the behaviour of speculators in the FX market is not conducted in some vacuum. It is an amalgamation of many other transactions which are not…
Events
Takeaways from Global Derivatives
by Saeed Amen •
Think of Barcelona and there are several images which might come to mind. Perhaps it is Messi cleaning up against Barca’s opposition (yes, that was intended to be a pun!). Maybe it is Antonio Gaudi, his buildings illuminating the city from the (still unfinished) Sagrada Familia to the Casa Batllo. Indeed, it could be sound…
Events
Lessons from Buffett in Omaha
by Saeed Amen •
In the centre of Omaha is the Old Market district, a reminder of its nineteenth century beginnings, a time when it rose to prominence as a centre of the railroads and the meat trade. To this day, sit in a swanky steakhouse in New York or London, and there’s a good chance your steak began its journey from the…
Events
QuantCon takeaways
by Saeed Amen •
Over the past few days I’ve been in New York, meeting with clients. I also attended and presented at QuantCon NYC 2017, Quantopian’s annual conference. It was my first time at QuantCon, and I had been expecting a relatively small affair. With several hundred attendees and multiple streams, it was one of the biggest quant conferences…
Events, General, Macro, Python
Quant solutions for macro traders
by Saeed Amen •
Over the past two weeks I’ve been travelling in Asia to Singapore and Japan, my mind simultaneously awash with discovering new places and a sampling of local burgers (yes, I make it a duty to try burgers whichever part of the world I’m in…). The first week was for work, and the second week was…