Patience is a virtue. We’re all used to waiting in line, being patient for our turn to come. The alternative is a lot of squabbling about queue jumpers etc. and would likely result in everyone waiting even longer, whether it’s queuing for check in, waiting to be served in a restaurant or so on. Is…
Category: Python
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, 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, 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…