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…
Category: Python
General, Python
Ways to distribute your open source Python code
by Saeed Amen •
I recently cooked a burger. We was the objective of cooking the burger? Well, to eat it! Cooking a burger, without eating it, seems like somewhat of a pointless exercise and frankly a waste of food. I suppose you could argue that you might cook a burger to learn how to cook, but ultimately, even…
Data, General, Python
Why try Linux for Python and how
by Saeed Amen •
I went on a long walk yesterday. You could argue that it was pointless. I was going nowhere in particular, and ended up where I started. However, on the way I got a bit of exercise, and it was a nice break from being at home. Another good reason is that I often seem to…
Data, Foreign Exchange, General, Python, TCA
Using Python to explore FX market microstructure
by Saeed Amen •
I am sure like most readers, I’ve lost count of the number of weeks since things were “normal”. When will things get back normal? Maybe weeks or more likely months? I suppose that using a Python function random.random(), might be the best approach here! However, in the meantime, I’ve been trying to work hard at…
Data, Foreign Exchange, Python, TCA
How to do TCA with tcapy in Python
by Saeed Amen •
Over the past few years, I’ve been working on tcapy, a transaction cost analysis library in Python, which I’ve recently open sourced. As a result I’ve been thinking about TCA for a long time. Why is it important to do transaction cost analysis on your trades? Ultimately doing TCA can save you money on your…
Data, General, Python, TCA
Speeding up tick data calculations in Python
by Saeed Amen •
Time, time, time. At the current moment, we likely have a bit more time than usual. Despite this, it’s unlikely any of us actively want to wait longer for code to execute! Last week, I wrote about libraries for working with large datasets, like Dask and Vaex, or using databases like kdb+/q. This week, I’ll…
Data, General, Python
Libraries for large datasets in Python
by Saeed Amen •
People say the best way to learn something is to teach it. It’s obviously a bit of cliche, but I have to admit it’s one of things which really does ring true. When I’m researching the markets or coding something, I’m generally pretty focused at the task at hand. I’ll learn what I need to…
Data, General, Python
Learn Python to automate regular market tasks
by Saeed Amen •
Over the past few weeks our routines have changed somewhat. I’ve made fresh pasta, which resembled something quite unlike any other pasta I’ve tasted. Entirely coincidentally, I’ve discovered why I should not make fresh pasta, and there’s a reason why folks buy ready made pasta. Aside from delving into the world of pseudo-pasta creation, like…
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, Python, TCA
Paying the yeast amount for TCA
by Saeed Amen •
Whether the coronavirus pandemic is a Black Swan or a White Swan event, has provoked a lot of discussion over recent weeks. Nassim Taleb noted that it was a White Swan event (see his recent Bloomberg interview), because we had some warning that it could spread, earlier in the year after it had appeared in…