I’m at home whilst I’m writing this, currently watching the Berkshire Hathaway meeting over webcast (here’s hoping that I’ll be back in Omaha next time it takes place). I’ll take a wild guess here, but I suspect you might well be at home as well… Despite the fact that I’ve been working independently, for the…
Category: General
Data, General, TCA
Learning to code in q
by Saeed Amen •
The world has changed. I’m sure that phrase has been uttered many times before, usually when the world really hasn’t changed. What “back to normal” will look like, no one really knows. At this stage, most of us are under a state of lockdown and has given us to time to think. Although, it should…
Data, General, Macro, Python
Writing a story with alt data
by Saeed Amen •
I seem to spend most of my time writing. For over a year Alexander Denev and I have been coauthoring The Book of Alternative Data. I’ve also written a few papers on alternative data and FX recently. Aside from that, I’m still writing, although usually in Python and I’ve also recently started to learn kdb+/q.…
General, Python, TCA
Paying the yeast amount for TCA
by Saeed Amen •
Whether the coronavirus pandemic is a Black Swan or a White Swan event, has provoked a lot of discussion over recent weeks. Nassim Taleb noted that it was a White Swan event (see his recent Bloomberg interview), because we had some warning that it could spread, earlier in the year after it had appeared in…
Data, General, Python
The importance of data visualisation
by Saeed Amen •
In finance, we spend so much time doing analysis and working with data. What’s the most important part of the process? Clearly, sharing your findings. If you are unable to communicate what you’ve done, and your audience can’t understand it, the value of your research is reduced. One way to share your research is through…
Data, Foreign Exchange, General, Python, TCA
How to speed up Python and TCA
by Saeed Amen •
Somewhat abusing a quotation by Dickens, coding is the best of times and also the worst of times. The worst of times are those hours spent debugging, what appears to be some innocuous code, that throws an exception for some totally inexplicable reason. When you find the problem it is usually something which was incredibly…
Data, Foreign Exchange, General, Python, TCA
Cuemacro’s TCA software is now open sourced
by Saeed Amen •
It’s a difficult time at present around the world. You obviously don’t need me to tell you that. Let’s hope that we can conquer the coronavirus soon and we all give thanks for those on the front lines, working in hospitals caring for the sick, those working in supermarkets and all those keeping society going…
General, Macro
The echo and rhyme of Lehman
by Saeed Amen •
The Lehman analogy has usually got trotted out whenever stocks have had a drawdown since past decade. Often it’s been by permabears eager to blame central banks for every woe under the sun, a point that’s been emphasised by tweets from Mark Dow (@mark_dow). Using the comparison has been a bit like equating my cooking…
General, Python
Testing times when coding
by Saeed Amen •
Over the past few weeks, the news has been dominated by the coronavirus. I wrote about the topic last week, specifically about using alternative data to understand how to track the economic impact, and also appeared on Bloomberg TV to discuss it. In these times, punctuated by observance of hand washing, face masks etc. it…
Data, General, Macro
Machine readable news, markets and coronavirus
by Saeed Amen •
Sometimes, when I have a burger, it’s the unexpected ingredients which truly make it special. Perhaps it’s a fried egg, perhaps it’s the sauce, maybe the fried onions? Of course, the “core” of a burger, namely the patty and the bun have to be good too, but it’s the extra special touches, which can also…