Category: General

General posts about markets

​Brexit and GBP from here

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…

Themes from Newsweek’s AI data conference

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…

What I’ve learnt from trading

Over the past decade, whilst I’ve always been a quantitative strategist and developed many strategies primarily for research purposes, I’ve had quite a bit involvement in creating models which have also been traded with real cash. At Lehman Brothers, I was involved in the creation MarQCuS product, which had over 2bn USD under management. I created…

Building a quant platform

I recently went to a talk at the Python for Quants group in London started by Yves Hilpisch, which featured a talk by Mark Higgins, the co-founder of Washington Square Technologies. Mark’s talk was about the benefits of a quant platform, which can help when it comes to working together in a team. The general idea…