Somewhat abusing a quotation by Dickens, coding is the best of times and also the worst of times. The worst of times are those hours spent debugging, what appears to be some innocuous code, that throws an exception for some totally inexplicable reason. When you find the problem it is usually something which was incredibly…
Category: Python
Data, Foreign Exchange, General, Python, TCA
Cuemacro’s TCA software is now open sourced
by Saeed Amen •
It’s a difficult time at present around the world. You obviously don’t need me to tell you that. Let’s hope that we can conquer the coronavirus soon and we all give thanks for those on the front lines, working in hospitals caring for the sick, those working in supermarkets and all those keeping society going…
General, Python
Testing times when coding
by Saeed Amen •
Over the past few weeks, the news has been dominated by the coronavirus. I wrote about the topic last week, specifically about using alternative data to understand how to track the economic impact, and also appeared on Bloomberg TV to discuss it. In these times, punctuated by observance of hand washing, face masks etc. it…
Data, General, Python
Using images in trading
by Saeed Amen •
There are some things computers can’t really do. They can’t enjoy a good burger. They don’t seem to understand the importance of knafa. Ok, perhaps these aren’t really that important. However, people are still pretty good at doing many things, that computers haven’t been able to do well, at least until recently. Any toddler can…
Data, General, Python
First steps of building quant
by Saeed Amen •
If I want to get something done, I find procrastination is the optimal strategy. Well, I suppose optimality is dependant on the time horizon. In the short term, it is nearly always optimal. In the long term, it is less clear whether procrastination will always be an optimal strategy. Eventually though you’ll have to do…
Data, General, Python
New Year 2020 quant resolutions
by Saeed Amen •
January. Cold. Rain. There’s little to be joyful about this month. However, amidst the gloom, there is that shard of light which crosses over into the future. In particular, the New Year gives you an opportunity to start again, that imaginary line of sand, separating you from the past 12 months. It’s that time when…
Data, Foreign Exchange, General, Python
Hundreds of quant papers from #QuantLinkADay in 2019
by Saeed Amen •
I probably tweet too much. Some tweets are on burgers (well, they are pretty important I suppose). Other tweets will constitute puns, which I find mildly amusing, but most term as “dad jokes”. Among all of these tweets, there is also stuff about Python and quant more generally. In particular, I tweet out #QuantLinkADay, which…
Data, General, Python
Putting quant into your market analysis
by Saeed Amen •
It’s impossible to know everything. Furthermore, as the cliche goes, the more you learn, the more painfully apparent it is, that there even more out there left to learn. I like burgers, but despite years of eating burgers, I’m not sure I can consider myself an expert. After all, I’ve only sampled a very small…
Data, General, Python
Python use cases for trading desks
by Saeed Amen •
If there’s one thing I get asked most by traders, it is usually a question about how to learn Python! I recently taught a Python for finance course at Queen Mary University of London. Judging by the take up of the course, Python is also a topic of interest for students wanting to break into…
Data, General, Python
Business models for fintech
by Saeed Amen •
In every part of Istanbul, you’ll find stores which sell a plethora of snacks, ranging from dried fruit to nuts to baklawa. Whilst everything seems delightfully fantastic, ultimately, you can’t buy every single item. You need to make a choice. Invariably, when I recently visited Istanbul, I ended up choosing a mix of different things,…