If you do any sort of analysis of markets, you need market data and related datasets. Without data, you are kind of stuck! There are of course many market datasets which are available to purchase from data vendors. However, what type of datasets are available for free (aside from crypto markets, where there is a…
Category: Python
Data, General, Macro, Python, TCA
New Year’s Quant resolutions
by Saeed Amen •
So this is Christmas / And what have you done? / Another year over / And a new one just begun, as John Lennon once sung. Whilst Christmas is a time to reflect on the past year, the New Year is instead a time to look forward. This may involve New Year’s resolutions, or possibly…
Foreign Exchange, General, Python
Hundreds of quant papers/libraries from #QuantLinkADay in 2018
by Saeed Amen •
I tweet quite a bit! It can involve random subjects such as burgers. However, the main objective of my Twitter account is to tweet about all thinks quant related, whether it’s trading strategies or the market or coding (in particular Python). To make sure I actually did this, several years ago, I started my #QuantLinkADay daily…
Data, Foreign Exchange, Python, TCA
How to reduce transaction costs when trading FX
by Saeed Amen •
Winter’s coming. Temperature’s dropping. It’s time to swap light jackets with thick coats. Let’s imagine it’s Black Friday tomorrow and you’re in the market for a new coat. You’d probably wait a day just in case it was discounted. Furthermore, you might check the price in a couple of shops. After all, everyone loves a bargain, and…
Data, General, Python
Data science in a database?
by Saeed Amen •
If you have a burger, a pretty important part is the patty. If the patty is awful, the rest of the burger is going to be pretty bad. However, just having good beef is not sufficient. You can overcook it, put too little fat in the patty, and ruin the beef. In a sense, data…
General, Python, TCA
Making quant tools accessible to users
by Saeed Amen •
“It’s awesome, I’ve built an amazing market quant model” says a quant (hopefully, more than once in their career). Let’s say this is you, this model can help forecast markets. Is that it? Well, not really. The key point is that any financial model needs to be used in order to actually get any benefit…
General, Python
Debunking open source myths
by Saeed Amen •
Pretty much everyone will have used open source software either directly or indirectly. After all, Linux is open source software, and runs on most servers these days. If you’ve ever used the web, it is likely you’ve indirectly used one of these servers. On a personal level, I’ve open sourced some libraries such as finmarketpy…
Data, Python
Moving from Matlab to Python
by Saeed Amen •
What’s your favourite burger joint? This is probably the question I get asked most. Perhaps a more relevant question I get asked, is what are the best ways to move from Matlab to Python. For many financial firms, it is a very pertinent question. I used Matlab extensively during my career, particularly when I was…
General, Python
Developing a trading strategy isn’t trading it
by Saeed Amen •
There is a lot emphasis these days about developing a quantitative skill set for markets. Learning Python for example helps you do number crunching on large datasets. Having a grasp of statistics enables you to decipher the relationship between various market variables. All this stuff is important if you want to develop a trading strategy.…
General, Python, TCA
Cooking up a coding meal
by Saeed Amen •
Which is easier, ordering a takeaway or cooking a meal yourself (for sake of argument, a burger!)? Purely, from a time perspective, clearly, a takeaway is quicker, However, there are drawbacks. It will tend to be more expensive. Furthermore, it’s more difficult to know what’s gone into a takeaway. By contrast, if you cook everything…