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…
Category: Macro
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.…
Foreign Exchange, General, Macro
What’s in a correlation for trading?
by Saeed Amen •
If you see a massive queue around the block outside a restaurant, what does it imply? Well, for one it’s popular. If it’s popular, you’d assume the food is also pretty good. Is this always the case? Sometimes it may well be the case. Other times, it’s simply because of hype, and the food is…
Data, Foreign Exchange, General, Macro
What everyone else is trading
by Saeed Amen •
When visiting a new place, there are a number of ways of deciding where to eat. One way would be to check a website like trip advisor. However, you might feel that this isn’t the best way to research this. Perhaps a more authentic way to find a nice place to eat is to simply…
Data, General, Macro, Python
Hundreds of quant papers from #QuantLinkADay in 2021
by Saeed Amen •
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,…
Data, Foreign Exchange, General, Macro
Crypto markets from an FX perspective
by Saeed Amen •
It’s fifty years since the Bretton Woods system collapsed. Given that I’ve been working in FX my whole career, I suspect I should be thankful to Nixon for that! There’s a great article by Chris Marsh which discusses this, and I strongly recommend having a read of it. Also recently I read an article by…
Data, General, Macro
So what can NLP do for financial firms?
by Saeed Amen •
There’s more than one meaning for NLP, which you might encounter. If you Google it, one of these is Neuro Linguistic Programming, and techniques of communicating with other folks. Well this post is absolutely nothing to do that! Instead, it’s to do with the NLP, which occupies more of my time, natural language processing. In…
Data, General, Macro
Quantifying Politics
by Saeed Amen •
We all know that politics impacts markets. However, it can be tricky to understand how to quantify political risk and use it as an input in the investing process. Here we take an updated look at the returns from applying Thorfinn’s political indices to trade a basket of macro assets. During our sample period from…