I’ve heard many explanations for how the Beatles got their name. I have to admit I never quite put two and two together to realise it could be a pun on the word “beat”, until someone on Twitter pointed it out a few months ago (despite my predilection for coming up with awful puns to…
Category: General
Data, General, Python
Build or buy for quant tools
by Saeed Amen •
It’s always tempting to do everything yourself. After all, it’s easy to think I know best. I once tried to make macarons. Once my uneven mess of macarons emerged from the oven, I had a much better understanding of what motivated people to buy macarons from Pierre Hermes. Subsequent attempts at baking them proved more…
Data, Foreign Exchange, General, Python
How to collect market tick data
by Saeed Amen •
A lunch break is probably more of a necessity from a break perspective than anything else. You could make the “break” aspect as short as possible, by getting a ready made takeaway. However, that kind of negates the whole break aspect of it all. I end up going through various cycles of what I have…
Data, General, Python
A few ideas from natural language processing
by Saeed Amen •
We’re all smarter than computers! One area where we have a particular advantage is understanding human language. For computers, human language is, perhaps (excuse the pun) somewhat inhumane. After all, computers like numbers. Humans (well, some of us) also like numbers, but to communicate, unsurprisingly, we stick to using human language. It’s sheer ambiguity is…
General, Python
Is coding in Python useful for traders?
by Saeed Amen •
Years ago, coding was not seen as a necessary universal skill in banks. The people who coded in banks, were developers. On a trading desk, unless you were one of those quants pricing exotic options or working in electronic trading, it was likely that Excel was your main analytic tool of choice. However, today, it…
General
Painting with quant analysis
by Saeed Amen •
To my untrained non-artistic eye, it’s difficult to say much about a single brush stroke in isolation. I suppose we can see it’s colour, its size, the general style. However, beyond that I’m kind of stuck. It’s only when we see the brush strokes of a painting on aggregate that a picture finally emerges. Suddenly…
General, Python
The more you code, the less you know
by Saeed Amen •
I try to avoid cliches. They are just lazy ways to express ideas. Sometimes, however, I must confess laziness gets the better of me and I end up using a cliche. Somehow, even the lazy use of a cliche can actually seem appropriate. Music just strikes a chord, is a both a cliche and a…
Data, General, Python, TCA
Storing time series data
by Saeed Amen •
As regular readers of my posts may have realised, I kind of like burgers. It’s a simple meal, but somehow very satisfying. There’s obviously vast differences between the burgers on sale, in terms of quality. It isn’t necessarily the case that the most expensive burger will be best. In practice, excessively expensive burgers, end up…
Data, Foreign Exchange, General, Python, TCA
Having source code for TCA is useful
by Saeed Amen •
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…
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…