A couple of years ago I remember visiting the opening of an art exhibition in Amsterdam, with a few of my friends from university. I can’t really recall many of the paintings, probably more a function of my memory, rather than the art itself. One thing I do recall was a painting a living room,…
Category: General
Data, General
Mistakes when backtesting trading strategies
by Saeed Amen •
You know how it feels. Time has come and gone, and still no progress. Then hours later, you’ve found the mistake, and you’re absolutely kicking yourself. Coding is very much a case of trial and error. You just need enough stubbornness not to give up to get your code to run properly. Most of the…
General
What did I learn from a year in Starbucks?
by Saeed Amen •
“Wake up and smell the coffee” so the cliche says. When I quit my job in a bank, nearly four years ago, one of my first decisions I had to make was where I would work on a startup idea. Initially I had thought of working at home on it. Yet, somehow, moving from the trading…
General
How to come up with quant trading ideas?
by Saeed Amen •
I used to play the violin. I really enjoyed it. However, there was something that was very clear to anyone listening to me playing, who perhaps would not have enjoyed it quite as much. The sound which came out of the violin, might have been technically “similar” to the music on a sheet in front…
Data, General
Quant trading strategies which float
by Saeed Amen •
I had many different types of toys. My favourite was Lego. It was kind of cool (and even cooler these days judging by the ever wackier Lego sets you can buy these days). You can create a new toy each day out of Lego. All you needed was some imagination. However, there was always an…
Data, General
Know what you don’t know with data
by Saeed Amen •
Let’s say you had to identify a city you’d never heard of on a map. Let’s take a city chosen at random, Stockton and you wanted to identify which country it is in. You have with you a list of every single town in the world, alongside its country. A simple brute force way to…
General, Macro
Isn’t passive, a bit active?
by Saeed Amen •
Over the past few years, passive strategies have increased significantly in popularity compared to active strategies. This is perhaps not surprising given that stocks have been pretty buoyant and as a result passive strategies which track a broad based equity indices have performed relatively well. The argument is that passive strategies have very low fees…
Foreign Exchange, General
Brexit and GBP from here
by Saeed Amen •
Whilst, I mainly focus on markets from a quant perspective, I find it instructive to follow the market, in particular when it comes to understanding big picture events and their impact. At present, perhaps one of the biggest themes in markets is that of Brexit. “What’s done cannot be undone”, Shakespeare wrote in Macbeth. Article…
Events, General, Macro, Python
Quant solutions for macro traders
by Saeed Amen •
Over the past two weeks I’ve been travelling in Asia to Singapore and Japan, my mind simultaneously awash with discovering new places and a sampling of local burgers (yes, I make it a duty to try burgers whichever part of the world I’m in…). The first week was for work, and the second week was…
General
Themes from Newsweek’s AI data conference
by Saeed Amen •
The first time I dabbled in artificial intelligence was nearly 15 years ago. I remember seeing that artificial intelligence was the title of a module at Imperial College in the Department of Computing. The term seemed pretty glamorous, so I took the plunge and did the course. We used various techniques to solve puzzles like sliding tiles and…