I’ve been teaching Python for a while. Whilst, it is one of the easier programming languages, it still takes time to learn, if you’ve never coded before. Whichever way you try to learn whether through books or lectures, you’ll need to spend even more time practicing your Python coding in order to get to grip…
Category: General
Foreign Exchange, General, Python
Using vaex to do Python calcs with 30x speed up
by Saeed Amen •
Within finance, time series data is usually the bedrock of most analysis. If we’re using Python, what are the best ways to analyse this data? In this article, I discuss the various time series library available in Python. In particular, I focus on the vaex library in Python for dealing with large time series datasets,…
Foreign Exchange, General, Macro, Python
Getting started in FX
by Saeed Amen •
It always difficult to know where to start, when it comes to areas in finance. There is so much to read, so what to start with? Furthermore, the more you read and the more years that pass, it becomes even more obvious that there is less you know. I remember back in 2005, when I…
Data, General, Python
Are there sources of free data for markets?
by Saeed Amen •
So where’s the best place to get a burger? I get asked that a lot. I’ll try to give my best answer, but if you live in a place I haven’t visited, I’ll probably draw a blank. Yes, you can read reviews, but the only real way to tell if a burger joint is good,…
Data, General, Python
Alt data quants aren’t left out by WallStreetBets
by Saeed Amen •
Over the past few weeks, the retail traders have been in the headlines, in particular because of the massive move in GameStop stock, which has squeezed shorts and also the posts in r/WallStreetBets, a subreddit which is described as “Like 4chan found a Bloomberg Terminal”. r/WallStreetBets has featured a lot of posts on GameStop stock…
Foreign Exchange, General, Python
Research impact of delta hedging with Python
by Saeed Amen •
One of the things which I found confusing at first with options, is the fact that lots of the folks trading them, don’t really have a view about whether the spot price will go up and down. They are basically trading the volatility parameter from options pricing models (Emanuel Derman explains the point about trading…
Data, Foreign Exchange, General, Python
Calculating FX total returns in Python
by Saeed Amen •
If you want a train, you have to build a train track. It doesn’t matter, if it’s a steam train or bullet train, or any other train. It’s a prerequisite. No track kind of implies the train can’t run. Obviously, each train needs a different type of track, but ultimately the principle is the same…
Data, General, Python
Python days might not be Numba-ed
by Saeed Amen •
You remember when we used to fly? Well, I do! The big bottleneck in flying was not always the flight if you were going short haul. Maybe it took an hour or two. However, what took time was getting the airport, checking in, queuing, delays in boarding etc. One way to try to reduce such…
Data, Foreign Exchange, General, Macro, Python
Hundreds of quant papers from #QuantLinkADay in 2020
by Saeed Amen •
This has been a challenging year by pretty much any other standard. I remember when I was kid, and heard the year 2020, it sounded very exciting. It’d be like Back to the Future, with hoverboards and flying cars. Instead, 2020 has been all about the coronavirus. Whilst I’ve been lucky enough to be safe…
General
What questions to ask in quant?
by Saeed Amen •
Often the most difficult thing in research in quant, just like every other area, is simply getting started. Once you know the question you’re trying to answer at least you have an idea of a potential path. Of course precisely which question you might want to ask to dependent on the objective. Whilst having a…