Over the past few years I’ve been tweeting a daily quant paper (or quant related library or similar) every day with the #QuantLinkADay tag. The initial objective was to make sure that my Twitter account @saeedamenfx posted at least some useful quant link of information (and to prevent Twitter followers being overrun by burger tweets,…
Category: General
Events, General
QuantMinds 2021 in Barcelona
by Saeed Amen •
The above photo is of Montjuïc Castle which has one of the best views over the city. The view from there kind of explains why the location was chosen from a strategic perspective. As a city Barcelona has many places which punctuate the skyline, whether it’s that castle, or the (still unfinished) Sagrada Familla, Gaudi’s…
Data, General
Your data first, then external
by Saeed Amen •
It’s always tempting to look further afield when travelling. I’m not suggesting that we shouldn’t travel further afield, it’s just that we often negate what is sitting right on our doorstep. Over the past year, many of us have spent far more time at home then we would ordinarily or in the area where we…
Data, General
Thematic vs persistent datasets
by Saeed Amen •
In big cities, there is always a flavour of the month. A new restaurant opens, and amid a lot of buzz, it’s impossible to get a table. After a while, the fuss dies down, and it’s suddenly a lot easier to get a table. Then there are other restaurants, which aren’t particularly fashionable, but serve…
Foreign Exchange, General
Not hedging is a decision for corporates
by Saeed Amen •
If we choose to do something out of our routine, it feels like an active decision. If I order a burger, at a burger joint, I’ve made that choice actively to go there and place that order. If instead, I’m at home, and eat a cheese sandwich, it’s still a decision. I’ve made a decision…
Data, General
Free isn’t always free with data
by Saeed Amen •
That burger you like. It looks cheap. But then you have to pay for the cheese. Then you have to pay for an onion ring. Then you have to pay for the chips. Want to upgrade to a “wagyu” patty (and no never do this), another way to extract a few further coins from you.…
Data, Foreign Exchange, General, Python
Backtesting for FX options
by Saeed Amen •
It’s been a while since things were normal, however, in some parts of the world things are slowly opening up. Travel has begun to open up around the world. I thought it would be worth taking advantage of this to travel myself. Some things haven’t changed, like flight delays, queues etc.! Other things clearly have…
Data, General
Text and trading
by Saeed Amen •
People usually ask me several types of questions. The most common one is where I think you can find the best burger is. I do have an answer to this (which may or may not be a secret), but in order to validate this response, I’ll need to do a lot more burger based research…
Data, General
Selecting datasets for financial models
by Saeed Amen •
Any building is made of many materials. Some will be pretty much common to every building, such as glass. Other materials will be more specific. Take for example bricks, they are fairly common in residential buildings. However, these days it is fairly unusual to see the outer walls of a skyscraper made of bricks. Instead,…
Data, General
Combining different data sources
by Saeed Amen •
I used to like Lego when I was a kid. Perhaps a part of me still does. Forget about nostalgia too, the Lego sets available these days are much better than I was a kid. Some Lego sets are exceptionally detailed copies of major buildings, cars etc. They are also considerably more expensive than I…