I spent most of my career working on FX desks in banks. Exactly 4 years ago, I resigned from my job at Nomura to start working independently. For the first 3 years I worked at the Thalesians, a quant think tank which I had co-founded. I am still involved with the Thalesians, helping to organise quant…
Author: Saeed Amen
General
Choosing books to read and markets
by Saeed Amen •
Sometimes I wish I could sweep up every book in bookshop into a magic carpet. Then somehow I could read them all in an instant. Alas, this will never be the case. So instead, for avid readers like myself, we always have the difficult decision of choosing which book to read. For every book which…
Data, General, Python
Quant skills for discretionary traders
by Saeed Amen •
Fashion is one of those things I think I might follow. In practice, the only times I end up being fashionable, is when the fashion world somehow meanders back to my taste. I used to wear a Casio G-Shock watch for many years, which I admit was hopelessly unfashionable for most of that time. Then…
Data, General, Macro
The gorilla & Radiohead in the backtest room
by Saeed Amen •
A couple of years ago I remember visiting the opening of an art exhibition in Amsterdam, with a few of my friends from university. I can’t really recall many of the paintings, probably more a function of my memory, rather than the art itself. One thing I do recall was a painting a living room,…
Data, General
Mistakes when backtesting trading strategies
by Saeed Amen •
You know how it feels. Time has come and gone, and still no progress. Then hours later, you’ve found the mistake, and you’re absolutely kicking yourself. Coding is very much a case of trial and error. You just need enough stubbornness not to give up to get your code to run properly. Most of the…
General
What did I learn from a year in Starbucks?
by Saeed Amen •
“Wake up and smell the coffee” so the cliche says. When I quit my job in a bank, nearly four years ago, one of my first decisions I had to make was where I would work on a startup idea. Initially I had thought of working at home on it. Yet, somehow, moving from the trading…
General
How to come up with quant trading ideas?
by Saeed Amen •
I used to play the violin. I really enjoyed it. However, there was something that was very clear to anyone listening to me playing, who perhaps would not have enjoyed it quite as much. The sound which came out of the violin, might have been technically “similar” to the music on a sheet in front…
Data, General
Quant trading strategies which float
by Saeed Amen •
I had many different types of toys. My favourite was Lego. It was kind of cool (and even cooler these days judging by the ever wackier Lego sets you can buy these days). You can create a new toy each day out of Lego. All you needed was some imagination. However, there was always an…
Events, Foreign Exchange
FX Papers from International Finance 2017
by Saeed Amen •
It can often be easy (and wrong) as a market practitioner in FX to think of moves from purely a speculator’s point of view. However, as probably seems blatantly obvious, the behaviour of speculators in the FX market is not conducted in some vacuum. It is an amalgamation of many other transactions which are not…
Data, General
Know what you don’t know with data
by Saeed Amen •
Let’s say you had to identify a city you’d never heard of on a map. Let’s take a city chosen at random, Stockton and you wanted to identify which country it is in. You have with you a list of every single town in the world, alongside its country. A simple brute force way to…