It is somewhat of a cliche, but simplicity often belies complexity. The simpler something appears, it is often the case that more thought goes into it than you’d think. I recently attended a class to learn a traditional dance, the debka. The steps seemed simple enough, when the teacher showed everyone the steps, it looked…
Category: Python
Data, General, Python
Teaching traders to code in Python
by Saeed Amen •
I used to like burgers. I still like burgers. Ok, some things don’t really change. However, that’s probably an exception. Most things do change, in particular in finance. I started my career in FX nearly 15 years ago. The must have tool was (and still is!) Excel and perhaps to a lesser extent VBA (which…
Data, General, Python
Your data science stack & baklawa
by Saeed Amen •
Last week, I began my article by extolling the virtues of knafa. This week it is the turn of baklawa, another popular Middle Eastern dessert. It’s made in many countries in that region and it varies somewhat depending on the countries. In Turkey, a much larger amount of syrup is used (and possibly honey, Google…
Data, General, Python
Making Python come alive with Jupyter
by Saeed Amen •
I’ll admit something about burgers: I do eat other types of food. One of my favourite desserts is knafa. It’s a noodle type pastry made in many parts of the Middle East. I recently visited Istanbul, and I probably consumed more knafa than I’ve had in total for at least a year. In one of…
Data, General, Python
Making Python work with large datasets
by Saeed Amen •
There are only so many things you can keep up in your head at any time. As humans our bandwidth is fairly limited. We simply can’t get everything done. The only way to get large scale stuff done is to work with others. Management is a special skill in itself. There’s a comedy sketch with…
General, Python
Tips for maintaining Python code
by Saeed Amen •
I like making cookies. It’s kind of fun, but it takes a while, mostly because I’m very slow at weighing. I also insist on chopping up at the chocolate chips myself, which takes me ages: I still haven’t got the knack of chopping quickly. There are of course pre-made chocolate chips available, but the quality…
General, Python
Lego and developing production code
by Saeed Amen •
When I was a kid, my favourite toy was Lego. The fun part was that you could always make something new, once you got bored of whatever you were making. Often, I’d never really plan on what I was going to build. The end result was usually a mess, but that’s probably the point of…
Foreign Exchange, General, Python, TCA
Learn now, rather than later
by Saeed Amen •
I visited Paris several months ago before Christmas. I had been there many times. Despite that, I had never visited Notre-Dame. There was always some excuse why I hadn’t gone. Too far. Too near. Takes time. And so on. However, finally on this last trip I did take the time to visit. It was truly…
Data, General, Python
Build or buy for quant tools
by Saeed Amen •
It’s always tempting to do everything yourself. After all, it’s easy to think I know best. I once tried to make macarons. Once my uneven mess of macarons emerged from the oven, I had a much better understanding of what motivated people to buy macarons from Pierre Hermes. Subsequent attempts at baking them proved more…
Data, Foreign Exchange, General, Python
How to collect market tick data
by Saeed Amen •
A lunch break is probably more of a necessity from a break perspective than anything else. You could make the “break” aspect as short as possible, by getting a ready made takeaway. However, that kind of negates the whole break aspect of it all. I end up going through various cycles of what I have…