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.…
Category: General
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…
General, Python
Dancing to a simpler code
by Saeed Amen •
It is somewhat of a cliche, but simplicity often belies complexity. The simpler something appears, it is often the case that more thought goes into it than you’d think. I recently attended a class to learn a traditional dance, the debka. The steps seemed simple enough, when the teacher showed everyone the steps, it looked…
Data, General, Python
Teaching traders to code in Python
by Saeed Amen •
I used to like burgers. I still like burgers. Ok, some things don’t really change. However, that’s probably an exception. Most things do change, in particular in finance. I started my career in FX nearly 15 years ago. The must have tool was (and still is!) Excel and perhaps to a lesser extent VBA (which…
Data, General
Alt data and tomato ketchup as a condiment
by Saeed Amen •
I’ve never met anyone who just eats tomato ketchup. Ditto for anyone whose diet simply consists of lettuce. The same goes for those whose intake consists exclusively of gherkins. Why? First, such a monotonous diet is unlikely to be healthy, and a sure way to deprive yourself of healthy nutrients. Second, devouring tomato ketchup (or…
Data, Events, General
AI and Data Science in Trading Conference London
by Saeed Amen •
AIDST has quickly established itself as one of the most important finance based data science conferences in the calendar. I recently attended and presented at the recent AIDST London event in September. The conference featured a mixture of both high-level talks and also more technical sessions. The conference began with a presentation from Manoj Saxena,…
Data, General
Value from your internal data
by Saeed Amen •
Going on holiday is fun! As the cliche goes, there are so many places to see. However, in practice, we all end up going to relatively similar places, which are likely easier to get to. If you’re visiting a place, which your friends have been to, my guess is you’ll probably ask them for tips…
Foreign Exchange, General, TCA
Get FX TCA for a one off transparent cost
by Saeed Amen •
Nostalgia. Ah yes, things were always better before. Well, sometimes, but perhaps not always. The key thing which was different in the past, is of course us: we were younger. Perhaps a yearning for past isn’t so much for a world that existed before, but for our younger selves? When it comes to markets,…
Data, General, Python
Your data science stack & baklawa
by Saeed Amen •
Last week, I began my article by extolling the virtues of knafa. This week it is the turn of baklawa, another popular Middle Eastern dessert. It’s made in many countries in that region and it varies somewhat depending on the countries. In Turkey, a much larger amount of syrup is used (and possibly honey, Google…
Data, General, Python
Making Python come alive with Jupyter
by Saeed Amen •
I’ll admit something about burgers: I do eat other types of food. One of my favourite desserts is knafa. It’s a noodle type pastry made in many parts of the Middle East. I recently visited Istanbul, and I probably consumed more knafa than I’ve had in total for at least a year. In one of…