Next week, I’m going to speak at TradeTech FX Asia on the following subject “Life after Excel, using open source Python to analyse FX markets and develop FX trading strategies”. I am not sure why I chose such a long title, but anyway, it’s done now, and I’ve got to think of something useful to…
Author: Saeed Amen
General
Themes from Newsweek’s AI data conference
by Saeed Amen •
The first time I dabbled in artificial intelligence was nearly 15 years ago. I remember seeing that artificial intelligence was the title of a module at Imperial College in the Department of Computing. The term seemed pretty glamorous, so I took the plunge and did the course. We used various techniques to solve puzzles like sliding tiles and…
General
Solve communication overload by travelling
by Saeed Amen •
Everything is connected. As each year passes, this becomes even more true. I’ve lost count of the number of the devices I own, which are connected to the web, my computer, my phone, my watch, my printer etc. Skype skyping (if that is a verb), phones phoning, Twitter tweeting, e-mails e-mailing, IB chats chatting.. it’s got…
Python
Plot millions of points in Python 30x quicker
by Saeed Amen •
I like numbers. However, if you give me a choice between staring at a table full of numbers and a chart, I’ll probably choose a chart. Very often when looking at markets it’s easier to look at a chart, rather than staring at pages of numbers. The great thing with interactive charts is that we…
Python
Speed up Python data access by 30x & more
by Saeed Amen •
Let’s say you send a letter from London to Tokyo. How long would it take to get a reply? At the bare minimum, it takes 12 hours for a letter to fly there, and then another 12 hours for a reply to fly back, so 1 day at least (and this ignoring the time it takes…
Foreign Exchange
It’s the expectations of currency flows
by Saeed Amen •
The stock market has rallied since the US presidential election in November, on the back of expectations that Trump will cut taxes and will increase spending. The reflation theme has seen US Treasury yields rise, accompanied by a stronger dollar. Whilst the dollar has come back lower over the past few weeks, UST 10Y yields…
Python
How to motivate learning of Python
by Saeed Amen •
I’ve written a lot about Python over the past few years, explaining how it fits in with the ecosystem of other languages. I’ve also discussed good resources for learning of Python, in particular books and tutorial websites. There are two ways that I can see learning programming language. The first way is a formal module,…
General
What I’ve learnt from trading
by Saeed Amen •
Over the past decade, whilst I’ve always been a quantitative strategist and developed many strategies primarily for research purposes, I’ve had quite a bit involvement in creating models which have also been traded with real cash. At Lehman Brothers, I was involved in the creation MarQCuS product, which had over 2bn USD under management. I created…
Data, Foreign Exchange
Burgers, human and machine learning in trading
by Saeed Amen •
OK, I admit it I quite like burgers. However, what makes a good burger? I’ve had many (perhaps, some would speculate too many) burgers over the years. First, there is not necessarily a linear relationship between the price of a burger and the quality. Admittedly, the quality of beef in a fast food burger is generally…
Foreign Exchange
What’s the fair price for FX volatility?
by Saeed Amen •
The concept of long term fair value in FX is a somewhat difficult concept (indeed, you could extend the same comment to pretty much any other asset class), as we can define it many different ways. Perhaps we are thinking about what the long term fair value of a currency using some model, or perhaps,…