If you live in the UK, the weather is always a topic of discussion. Sometimes it rains (well, a lot of the time it rains), other times it’s sunny. What’s somewhat perplexing is the sudden change within a couple of hours. Admittedly this isn’t something unique to the UK, many countries have changeable weather. The…
Category: Macro
Data, General, Macro
Cutting through election data
by Saeed Amen •
There’s an election soon in early November, which might have been mentioned at least a couple of times, which everyone is talking about. The elections in Nicaragua. Ok, perhaps not quite that one, but at least it’s roughly on the right side of the world. The US presidential election is always a key event in…
Data, General, Macro
Technical analysis and alt data
by Saeed Amen •
Most times I go to a burger joint, I seem to be happy. Is there correlation or causation, when it comes to my state in these instances? I would argue that there is some causation going on here, in that going to burger joint makes me happy. I’m pretty sure, most folks would agree with…
General, Macro, Python
How to learn Python for finance
by Saeed Amen •
The question I get asked most is, what is your favourite burger joint? The answer.. well, you’ll have to ask me! The second question I get asked a lot, particularly in recent months, is how can I learn Python if I’m working in finance? I will endeavour to answer that question, updating and adding to…
Foreign Exchange, General, Macro
Corporates and trading FX
by Saeed Amen •
When was the last time you went on a plane? Probably, a long time ago! Let’s just take ourselves back to that point. Why did you get on a plane? There could be many reasons. Perhaps you went on holiday or maybe it was for a work meeting. In most cases, it is unlikely you…
Data, General, Macro
Managing risk through planning
by Saeed Amen •
Today is July 4th. For America, it is a day of celebration recalling the Declaration of Independence. As well as remembering the past, it is also a time to think about the present and to think about the future of America. This year, more than any in the recent past has been a challenging…
General, Macro
It’s ok to not have a market position
by Saeed Amen •
Equity markets have surged over the past few weeks off the March low. High beta currency pairs such as AUD/USD have pretty much wiped out the losses they experienced at the start of the crisis. Whilst the speculators have largely expected falls, building up large short exposure in for example S&P500 futures, the retail “Robinhood”…
Data, General, Macro
How to improve your trading through P&L analysis
by Saeed Amen •
We learn from our mistakes. Or in many cases, we just keep on repeating them, by having a selective memory. Or we might remember our mistakes, and just blame someone or something else, when perhaps we are the ones most to blame. Obviously, in a scenario like we’re currently living in, it’s one of those…
Data, General, Macro, Python
Writing a story with alt data
by Saeed Amen •
I seem to spend most of my time writing. For over a year Alexander Denev and I have been coauthoring The Book of Alternative Data. I’ve also written a few papers on alternative data and FX recently. Aside from that, I’m still writing, although usually in Python and I’ve also recently started to learn kdb+/q.…
General, Macro
The echo and rhyme of Lehman
by Saeed Amen •
The Lehman analogy has usually got trotted out whenever stocks have had a drawdown since past decade. Often it’s been by permabears eager to blame central banks for every woe under the sun, a point that’s been emphasised by tweets from Mark Dow (@mark_dow). Using the comparison has been a bit like equating my cooking…