I like burgers and I also like to try new burger joints. There’s always a risk to trying new a place. Maybe the burger won’t be cooked in the same way, maybe the patty won’t be quite as good quality, maybe the chips will be soggy etc. In some cases, it could be a factor…
Category: Macro
General, Macro
Inflation forecasting for VCs & corporates
by Saeed Amen •
Let’s say you want to have a Whopper, but there’s a shortage of some of the ingredients, let’s say tomatoes. To increase your chance of getting a full burger without any missing tomatoes, you could try going to multiple Burger King restaurants. However, this is probably going to be a futile exercise if there’s a…
Data, General, Macro
When should you release a model in production?
by Saeed Amen •
What’s the general process for buying a burger from a restaurant? You look at a menu, you order, and the waiter or waitress returns to your table, with a burger, ready for you to eat. They might offer some additional condiments, and then you can enjoy your burger. Next time you go to the restaurant,…
General, Macro, Python
ChatGPT and forecasting macro
by Saeed Amen •
First off, and possibly this might disappoint some, this post is written by a human, who has a certain penchant for burgers, as opposed to ChatGPT, who prefers to digest CPU cycles and TCP packets. Twitter and LinkedIn are awash with examples of questions for ChatGPT and their answers. I have to admit some of…
Data, Foreign Exchange, General, Macro, Python
Hundreds of quant papers from #QuantLinkADay in 2022
by Saeed Amen •
If you follow me on Twitter (@saeedamenfx), you’ll notice that I post a lot of stuff about burgers (yes, I do like them). In an effort to make sure that I at least regularly post quant content (as opposed to burger based tweets), I started posting a daily link under the #QuantLinkADay hashtag. Usually these…
Data, General, Macro
The importance of independent forecasts
by Saeed Amen •
Sometimes we can really predict the future. These days weather forecasters ingest massive amounts of data to come up with their forecasts. Admittedly, they are not always 100% accurate, but they are noticeably more accurate than they were say 20 years ago. In financial markets, the likelihood of being extremely accurate in predicting the…
Events, General, Macro
The 2022 Berkshire Hathaway Meeting
by Saeed Amen •
Walking around Omaha, there are reminders of the old West. In the Old Market district, the cobble stones remain, but the old style saloon bars are gone. In their place there are fancy restaurants and bars. There are sculptures of old Omaha, stagecoaches cast from bronze. The railroad is still there, but the original station…
Data, Events, Foreign Exchange, General, Macro, Python
Extracting expectations for French election
by Saeed Amen •
We can’t know everything, even a fraction of everything. If we want to find something out, we need to do research. Typically, we’ll try to look at what else has been researched about a topic. If it’s a very niche topic, then it’s less likely we’ll find something relevant. However, if the topic is popular,…
Data, General, Macro
Breaking down quant questions
by Saeed Amen •
During the pandemic, a question of where to travel to, hasn’t been uppermost in most of our minds. After all, there’s little point in thinking of travelling when it’s been so difficult, and when our minds have been occupied elsewhere, particularly if you’ve been impacted most by the coronavirus, through illness or through work, such…
Data, General, Macro
How to buy data, the price to pay
by Saeed Amen •
Sometimes, it’s obvious what you want to buy. If you go to a burger joint, you probably want to buy a burger, right? No one goes to a burger joint for a salad (or at least I don’t). However, if we take a step back, what type of burger you’ll order, depends on the place.…