Data scientists code. There’s nothing controversial about this statement. Without coding you’d be limited to the types of tools you can use to analyze data, such as Excel. However, with coding we have access to libraries like pandas to work with time series, scikit-learn to do machine learning and so on, to build models. In…
Category: Python
Data, General, Python
Installing Python for financial data science
by Saeed Amen •
What’s the most important part of a holiday? Well, if you can’t get to the airport on time, it’s unlikely you’ll be going anywhere. When it comes to learning Python, the most important thing is to install Python in the first place! So how do you install Python, together with all the libraries you…
Data, General, Python
Visualization in Python
by Saeed Amen •
What’s one of the most important part of analyzing financial markets, or data science in general? There are several answers. If you don’t have any data to start with, there’s not really going to be more to analyze. Once you get the data, it needs to be cleaned, before the analysis etc. Once all the…
General, Python
Common problems when learning Python
by Saeed Amen •
I’ve been teaching Python for a while. Whilst, it is one of the easier programming languages, it still takes time to learn, if you’ve never coded before. Whichever way you try to learn whether through books or lectures, you’ll need to spend even more time practicing your Python coding in order to get to grip…
Foreign Exchange, General, Python
Using vaex to do Python calcs with 30x speed up
by Saeed Amen •
Within finance, time series data is usually the bedrock of most analysis. If we’re using Python, what are the best ways to analyse this data? In this article, I discuss the various time series library available in Python. In particular, I focus on the vaex library in Python for dealing with large time series datasets,…
Foreign Exchange, General, Macro, Python
Getting started in FX
by Saeed Amen •
It always difficult to know where to start, when it comes to areas in finance. There is so much to read, so what to start with? Furthermore, the more you read and the more years that pass, it becomes even more obvious that there is less you know. I remember back in 2005, when I…
Data, General, Python
Are there sources of free data for markets?
by Saeed Amen •
So where’s the best place to get a burger? I get asked that a lot. I’ll try to give my best answer, but if you live in a place I haven’t visited, I’ll probably draw a blank. Yes, you can read reviews, but the only real way to tell if a burger joint is good,…
Data, General, Python
Alt data quants aren’t left out by WallStreetBets
by Saeed Amen •
Over the past few weeks, the retail traders have been in the headlines, in particular because of the massive move in GameStop stock, which has squeezed shorts and also the posts in r/WallStreetBets, a subreddit which is described as “Like 4chan found a Bloomberg Terminal”. r/WallStreetBets has featured a lot of posts on GameStop stock…
Foreign Exchange, General, Python
Research impact of delta hedging with Python
by Saeed Amen •
One of the things which I found confusing at first with options, is the fact that lots of the folks trading them, don’t really have a view about whether the spot price will go up and down. They are basically trading the volatility parameter from options pricing models (Emanuel Derman explains the point about trading…
Data, Foreign Exchange, General, Python
Calculating FX total returns in Python
by Saeed Amen •
If you want a train, you have to build a train track. It doesn’t matter, if it’s a steam train or bullet train, or any other train. It’s a prerequisite. No track kind of implies the train can’t run. Obviously, each train needs a different type of track, but ultimately the principle is the same…