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,…
Category: Python
Data, Foreign Exchange, General, Python
Backtesting for FX options
by Saeed Amen •
It’s been a while since things were normal, however, in some parts of the world things are slowly opening up. Travel has begun to open up around the world. I thought it would be worth taking advantage of this to travel myself. Some things haven’t changed, like flight delays, queues etc.! Other things clearly have…
General, Python
Notepad, Jupyter or IDEs for financial research?
by Saeed Amen •
I travelled on a plane for the first time in 18 months recently. It felt kind of similar to before, aside from things like masks, and the packing took a lot longer than before. But in all, I really enjoyed going on holiday, and I think I appreciated being away a lot more than in…
Data, General, Python
Backtesting in Python
by Saeed Amen •
If I want to know how a burger tastes like in a restaurant, I’ll go there and eat it. However, let’s say I want to know how a burger tasted from a particular restaurant tasted like in 2015? I can’t go back in time. Or let’s say I want to know how every burger joint…
Data, General, Python
Benefits of learning Python for traders
by Saeed Amen •
In the world of burgers, there aren’t really many buzzwords. Maybe for the very fancy burgers, they might have wagyu beef or something exotic like that (and no, those burgers aren’t any better). However, by and large there’s only so much you can do to a burger to make it different. Ultimately it needs a…
Data, General, Python
Working with time series in Python
by Saeed Amen •
In the dim and distant past (let’s call this 2007!) if you wanted to work with time series, you might have to resort to writing your own time series library. When I say a “time series library”, I’m not really talking about any sophisticated techniques for manipulating time series. Instead, I’m talking about ways of…
Data, General, Python
Downloading Bloomberg data with findatapy
by Saeed Amen •
If I say burger, you’ll probably think of several things, maybe McDonald’s or Burger King for starters. They are the ubiquitous purveyors of all things burger related wherever you are in the world. Sure, there are other burger joints, but they don’t have the same wide reach as the massive chains like Burger King. I…
Data, General, Python
S3 less Audi more Amazon
by Saeed Amen •
When I hear S3, I still think of the Audi S and RS models, those high performance variants and Audi’s versions of the BMW’s M series. I’ve got to admit, there is something a bit more special about a BMW M5 compared to an RS6, but I’ve never driven either to confirm that (any comments…
Data, General, Python
Opening up Python to the business
by Saeed Amen •
When was the last time you were on a plane? Probably a while back, right? When you got on the plane, did you turn right and take a seat, or were you told to turn left, and to fly the plane yourself? Sounds like a really silly question! Most people flying on a plane are…
General, Python
Download tickers from many sources
by Saeed Amen •
Whenever you cook, do you use one ingredient? You could do, but the results are going to be pretty bland. A burger, without bread, or a patty, is a bit of a non-starter. It’s all about finding the right mix of ingredients and then cooking up a storm (if you’ll excuse the pun). Analysing financial markets…