I’ve been looking at markets for over a decade. Throughout my career, I’ve always been looking to find unusual and exciting datasets to shed new light on markets and find alpha. Back in 2008, I published an article for Lehman Brothers FX Research examining the use of Google Trends to trade currencies, which was a…
Author: Saeed Amen
Events
Takeaways from Global Derivatives
by Saeed Amen •
Think of Barcelona and there are several images which might come to mind. Perhaps it is Messi cleaning up against Barca’s opposition (yes, that was intended to be a pun!). Maybe it is Antonio Gaudi, his buildings illuminating the city from the (still unfinished) Sagrada Familia to the Casa Batllo. Indeed, it could be sound…
Events
Lessons from Buffett in Omaha
by Saeed Amen •
In the centre of Omaha is the Old Market district, a reminder of its nineteenth century beginnings, a time when it rose to prominence as a centre of the railroads and the meat trade. To this day, sit in a swanky steakhouse in New York or London, and there’s a good chance your steak began its journey from the…
Events
QuantCon takeaways
by Saeed Amen •
Over the past few days I’ve been in New York, meeting with clients. I also attended and presented at QuantCon NYC 2017, Quantopian’s annual conference. It was my first time at QuantCon, and I had been expecting a relatively small affair. With several hundred attendees and multiple streams, it was one of the biggest quant conferences…
Data
Painting in the colour of alternative data
by Saeed Amen •
I must preface what I’m about to write, by stressing I know very little about art. I like photography, but in terms of “creating” art, I haven’t strayed beyond that. I might just about be able to pick out a Picasso, recognise a Rembrandt or memorise a Mondrian, but that’s about it. However, what little I do…
General, Macro
Isn’t passive, a bit active?
by Saeed Amen •
Over the past few years, passive strategies have increased significantly in popularity compared to active strategies. This is perhaps not surprising given that stocks have been pretty buoyant and as a result passive strategies which track a broad based equity indices have performed relatively well. The argument is that passive strategies have very low fees…
Foreign Exchange, General
Brexit and GBP from here
by Saeed Amen •
Whilst, I mainly focus on markets from a quant perspective, I find it instructive to follow the market, in particular when it comes to understanding big picture events and their impact. At present, perhaps one of the biggest themes in markets is that of Brexit. “What’s done cannot be undone”, Shakespeare wrote in Macbeth. Article…
Events, General, Macro, Python
Quant solutions for macro traders
by Saeed Amen •
Over the past two weeks I’ve been travelling in Asia to Singapore and Japan, my mind simultaneously awash with discovering new places and a sampling of local burgers (yes, I make it a duty to try burgers whichever part of the world I’m in…). The first week was for work, and the second week was…
Data, Macro
Delving into macro data & US trade deficit with Asia
by Saeed Amen •
Over the past few days, I’ve been in Singapore primarily to speak at TradeTech FX Asia on using Python to replace Excel when analysing FX markets. During the conference, some subjects came up regularly, such as the impact of politics on Asian markets, notably the election of Trump and also Brexit. Whilst, we might have…
Foreign Exchange
FX will still be here tomorrow
by Saeed Amen •
There are many places for which our minds have already constructed a detailed image. In most cases, that image is hopelessly inaccurate, a mishmash of everything we have heard about a place. Some carefully dissected patchwork, sewed by sources as diverse as friends, films and Facebook. It is never quite the same as visiting a…