I visited Paris several months ago before Christmas. I had been there many times. Despite that, I had never visited Notre-Dame. There was always some excuse why I hadn’t gone. Too far. Too near. Takes time. And so on. However, finally on this last trip I did take the time to visit. It was truly…
Category: Foreign Exchange
Data, Foreign Exchange, General, TCA
TCA usage across different asset classes
by Saeed Amen •
In London, burger joints have proliferated hugely in recent years. As result, there are simply too many and unfortunately some have closed (including my local favourite, a branch of Gourmet Burger Kitchen, this week). Despite, their proliferation, it seems as though we simply aren’t eating enough burgers, despite the fact, that I’m personally trying to…
Data, Foreign Exchange, General, TCA
The Beatles.. and TCA for FX options
by Saeed Amen •
I’ve heard many explanations for how the Beatles got their name. I have to admit I never quite put two and two together to realise it could be a pun on the word “beat”, until someone on Twitter pointed it out a few months ago (despite my predilection for coming up with awful puns to…
Data, Foreign Exchange, General, Python
How to collect market tick data
by Saeed Amen •
A lunch break is probably more of a necessity from a break perspective than anything else. You could make the “break” aspect as short as possible, by getting a ready made takeaway. However, that kind of negates the whole break aspect of it all. I end up going through various cycles of what I have…
Data, Foreign Exchange, Python, TCA
Reducing TCA maintenance costs
by Saeed Amen •
I love cars. I always have. The cost of a car is never purely the sticker price in the showroom. Of course there’s the cost of petrol. Despite being wrought of steel, cars have a decidedly human quality, going wrong. The stealth cost is related to that very specific human element of cars, the maintenance…
Data, Foreign Exchange, General, Python, TCA
Having source code for TCA is useful
by Saeed Amen •
I’d love to be able to cook. I’m slowly learning, but cooking anything more complicated than a pasta essentially flummoxes me. When it comes to eating, well, the inability to cook is of no hindrance for me to consume food of bewildering complexity. I have no idea how to make a duck confit (and even…
Data, Foreign Exchange, Python
Where to find free data for markets
by Saeed Amen •
If you do any sort of analysis of markets, you need market data and related datasets. Without data, you are kind of stuck! There are of course many market datasets which are available to purchase from data vendors. However, what type of datasets are available for free (aside from crypto markets, where there is a…
Foreign Exchange, General, Python
Hundreds of quant papers/libraries from #QuantLinkADay in 2018
by Saeed Amen •
I tweet quite a bit! It can involve random subjects such as burgers. However, the main objective of my Twitter account is to tweet about all thinks quant related, whether it’s trading strategies or the market or coding (in particular Python). To make sure I actually did this, several years ago, I started my #QuantLinkADay daily…
Data, Foreign Exchange, Python, TCA
How to reduce transaction costs when trading FX
by Saeed Amen •
Winter’s coming. Temperature’s dropping. It’s time to swap light jackets with thick coats. Let’s imagine it’s Black Friday tomorrow and you’re in the market for a new coat. You’d probably wait a day just in case it was discounted. Furthermore, you might check the price in a couple of shops. After all, everyone loves a bargain, and…
Foreign Exchange, General, TCA
Why does bitcoin need TCA?
by Saeed Amen •
It’s been 10 years since Satoshi Nakomoto published his paper on bitcoin (download a copy here). Since then a myriad of cryptocurrencies have emerged alongside bitcoin. The big question I suppose is what are the main use cases for bitcoin? One use case is as a way of easing payments across borders. Another might be as…