I’d love to be able to cook. I’m slowly learning, but cooking anything more complicated than a pasta essentially flummoxes me. When it comes to eating, well, the inability to cook is of no hindrance for me to consume food of bewildering complexity. I have no idea how to make a duck confit (and even…
Category: General
Data, General, Macro, Python, TCA
New Year’s Quant resolutions
by Saeed Amen •
So this is Christmas / And what have you done? / Another year over / And a new one just begun, as John Lennon once sung. Whilst Christmas is a time to reflect on the past year, the New Year is instead a time to look forward. This may involve New Year’s resolutions, or possibly…
General
Skin in the game for quant traders
by Saeed Amen •
I recently read a tweet posting by Mark Dow (@mark_dow) about the concept of skin in the game, which inspired me to delve into the subject a bit more. A quick perusal of the internet (ok, Wikipedia) suggests that the term skin in the game might have been coined by Warren Buffett, although there are…
Foreign Exchange, General, Python
Hundreds of quant papers/libraries from #QuantLinkADay in 2018
by Saeed Amen •
I tweet quite a bit! It can involve random subjects such as burgers. However, the main objective of my Twitter account is to tweet about all thinks quant related, whether it’s trading strategies or the market or coding (in particular Python). To make sure I actually did this, several years ago, I started my #QuantLinkADay daily…
General
Listen to the whole quant album
by Saeed Amen •
It’s 50 years since the Beatles released the White Album. To celebrate it has been reissued with new mixes of the original tracks. I have to admit, it’s rarer these days to listen to an album the whole way through. Instead, I invariably listen to playlists on iTunes which select tracks from all manner of…
Data, General, Python
Data science in a database?
by Saeed Amen •
If you have a burger, a pretty important part is the patty. If the patty is awful, the rest of the burger is going to be pretty bad. However, just having good beef is not sufficient. You can overcook it, put too little fat in the patty, and ruin the beef. In a sense, data…
Foreign Exchange, General, TCA
Why does bitcoin need TCA?
by Saeed Amen •
It’s been 10 years since Satoshi Nakomoto published his paper on bitcoin (download a copy here). Since then a myriad of cryptocurrencies have emerged alongside bitcoin. The big question I suppose is what are the main use cases for bitcoin? One use case is as a way of easing payments across borders. Another might be as…
General, Python, TCA
Making quant tools accessible to users
by Saeed Amen •
“It’s awesome, I’ve built an amazing market quant model” says a quant (hopefully, more than once in their career). Let’s say this is you, this model can help forecast markets. Is that it? Well, not really. The key point is that any financial model needs to be used in order to actually get any benefit…
General, Python
Debunking open source myths
by Saeed Amen •
Pretty much everyone will have used open source software either directly or indirectly. After all, Linux is open source software, and runs on most servers these days. If you’ve ever used the web, it is likely you’ve indirectly used one of these servers. On a personal level, I’ve open sourced some libraries such as finmarketpy…
General
Avoiding startup stumbling blocks
by Saeed Amen •
Over the past five years I’ve been working independently initially at the Thalesians and now my full time focus is now on Cuemacro. I’ve written about some of my experiences during this time. In this article I take a broader view not only of what I’ve learnt, but what other startups have accomplished in the past…