I seem to spend most of my time writing. For over a year Alexander Denev and I have been coauthoring The Book of Alternative Data. I’ve also written a few papers on alternative data and FX recently. Aside from that, I’m still writing, although usually in Python and I’ve also recently started to learn kdb+/q.…
Category: Python
General, Python, TCA
Paying the yeast amount for TCA
by Saeed Amen •
Whether the coronavirus pandemic is a Black Swan or a White Swan event, has provoked a lot of discussion over recent weeks. Nassim Taleb noted that it was a White Swan event (see his recent Bloomberg interview), because we had some warning that it could spread, earlier in the year after it had appeared in…
Data, General, Python
The importance of data visualisation
by Saeed Amen •
In finance, we spend so much time doing analysis and working with data. What’s the most important part of the process? Clearly, sharing your findings. If you are unable to communicate what you’ve done, and your audience can’t understand it, the value of your research is reduced. One way to share your research is through…
Data, Foreign Exchange, General, Python, TCA
How to speed up Python and TCA
by Saeed Amen •
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…
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…