The question I get asked most is, what is your favourite burger joint? The answer.. well, you’ll have to ask me! The second question I get asked a lot, particularly in recent months, is how can I learn Python if I’m working in finance? I will endeavour to answer that question, updating and adding to…
Category: General
Foreign Exchange, General, Macro
Corporates and trading FX
by Saeed Amen •
When was the last time you went on a plane? Probably, a long time ago! Let’s just take ourselves back to that point. Why did you get on a plane? There could be many reasons. Perhaps you went on holiday or maybe it was for a work meeting. In most cases, it is unlikely you…
General, Python
Ways to distribute your open source Python code
by Saeed Amen •
I recently cooked a burger. We was the objective of cooking the burger? Well, to eat it! Cooking a burger, without eating it, seems like somewhat of a pointless exercise and frankly a waste of food. I suppose you could argue that you might cook a burger to learn how to cook, but ultimately, even…
Data, General, Python
Why try Linux for Python and how
by Saeed Amen •
I went on a long walk yesterday. You could argue that it was pointless. I was going nowhere in particular, and ended up where I started. However, on the way I got a bit of exercise, and it was a nice break from being at home. Another good reason is that I often seem to…
Data, General, Macro
Managing risk through planning
by Saeed Amen •
Today is July 4th. For America, it is a day of celebration recalling the Declaration of Independence. As well as remembering the past, it is also a time to think about the present and to think about the future of America. This year, more than any in the recent past has been a challenging…
Data, General
Finding the missing data factor in a trading strategy
by Saeed Amen •
Something’s been missing the past few months. It’s been pretty easy for me to identify that very specific missing element… burgers. I have made my own burgers at home, and they were pretty good. Yet, there were still something missing. It’s not quite the same as the ones you get at Burger & Lobster, and…
Data, Foreign Exchange, General
Political market making
by Saeed Amen •
It is challenging to understand how to model external shocks when trading financial markets. However, in recent years, it has become particularly notable that these risks, such as Brexit, the election of Trump, or coronavirus can greatly impact markets. Hence, we need to have a way to model them. In this paper we investigate the…
Data, Foreign Exchange, General, Python, TCA
Using Python to explore FX market microstructure
by Saeed Amen •
I am sure like most readers, I’ve lost count of the number of weeks since things were “normal”. When will things get back normal? Maybe weeks or more likely months? I suppose that using a Python function random.random(), might be the best approach here! However, in the meantime, I’ve been trying to work hard at…
General, Macro
It’s ok to not have a market position
by Saeed Amen •
Equity markets have surged over the past few weeks off the March low. High beta currency pairs such as AUD/USD have pretty much wiped out the losses they experienced at the start of the crisis. Whilst the speculators have largely expected falls, building up large short exposure in for example S&P500 futures, the retail “Robinhood”…
Data, General, Python, TCA
Speeding up tick data calculations in Python
by Saeed Amen •
Time, time, time. At the current moment, we likely have a bit more time than usual. Despite this, it’s unlikely any of us actively want to wait longer for code to execute! Last week, I wrote about libraries for working with large datasets, like Dask and Vaex, or using databases like kdb+/q. This week, I’ll…