It’s easy to miss things. However, we simply don’t have enough time to do everything. I like burgers, and I usually use this blog as an excuse to talk about them. Bear with me for a moment, there is a point to this! Let’s say I wanted to find out the best burger in my…
Author: Saeed Amen
Data, General
Sorolla and data science
by Saeed Amen •
I had never heard of the painter, Sorolla, until I recently saw an advert on the Tube for an exhibition of his work at the National Gallery. This week, I visited the exhibition. What is immediately apparent from his work is the way he uses of light, and in particular sunlight (and perhaps it’s not…
Data, General
How to learn about alternative data
by Saeed Amen •
Tap, tap, tap. It’s impossible not to tap your feet to a good track. Music can come in all forms, from Beethoven and Mozart, to Jay Z and Taylor Swift. There’s the good, the bad, the ugly: music which uplifts, depresses, infuriates. Music is about triggering a reaction in the listener. It’s about hearing that…
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…
Data, General, Macro
Alternative data as the oil industry
by Saeed Amen •
I know how to find a decent burger. I’ll scour the web, I’ll walk around, I’ll ask my friends. If there’s a good burger, I’ll be sure to find it. When it comes to cooking it, well, I’m probably not quite as confident. Sure, I can make a burger. Will it be the best burger,…
Foreign Exchange, General, TCA
Transaction cost analysis is more than box ticking
by Saeed Amen •
I used to go to the gym quite often for the purposes of box ticking. A few minutes on the rowing machine, then maybe 5 minutes on Twitter. Then perhaps a few minutes browsing through the music stored on my iPhone. Perhaps, a bit more time on the running machine, before going back to walking…
Events
QuantMinds 2019 Vienna
by Saeed Amen •
Vienna is one of those places which has somehow largely eluded my travels. The last time I visited it was 25 years ago. However, it has very much stuck in my memory. History is one of those things which you can never escape from in Vienna. The echos of musical history are everywhere, whether it…
Data, Foreign Exchange, General, Macro
Alternative data for FX
by Saeed Amen •
I recently visited the USA. I managed to visit a number of different cities. Whilst I was there primarily for work, I managed to squeeze in a few days to look around the various cities I visited. I visited Philadelphia for the first time, and I saw Independence Hall and the Liberty Bell, both of…
Foreign Exchange, General, TCA
Going with the FX flow
by Saeed Amen •
In this paper, we discuss using CLS intraday hourly flow data to understand FX markets. Using two different trading strategies (daily and hourly) against a generic trend model, we find that CLS’s flow data relating to funds and non-bank financial firms (NBFIs) tends to have a positive contribution to spot returns when viewed on an…
Events, General, Macro
Oracle of Omaha, Berkshire Hathaway 2019
by Saeed Amen •
The Old Market area of Omaha, harks to an earlier time, with its cobbled stone roads and old West architecture. It is the largest city in Nebraska today, and as “The Gateway to the West” it grew with the railways and today it is still home to the headquarters of Union Pacific the largest railroad…