The one thing we really want to know when making trading decisions, is the future! Alas, we don’t have that information! All we do have is information up until the point we actually want to trade, and have to somehow use that to make a prediction about the future price. Ok, this is blatantly obvious…
Author: Saeed Amen
General
Listen to the whole quant album
by Saeed Amen •
It’s 50 years since the Beatles released the White Album. To celebrate it has been reissued with new mixes of the original tracks. I have to admit, it’s rarer these days to listen to an album the whole way through. Instead, I invariably listen to playlists on iTunes which select tracks from all manner of…
Data, General, Python
Data science in a database?
by Saeed Amen •
If you have a burger, a pretty important part is the patty. If the patty is awful, the rest of the burger is going to be pretty bad. However, just having good beef is not sufficient. You can overcook it, put too little fat in the patty, and ruin the beef. In a sense, data…
Foreign Exchange, General, TCA
Why does bitcoin need TCA?
by Saeed Amen •
It’s been 10 years since Satoshi Nakomoto published his paper on bitcoin (download a copy here). Since then a myriad of cryptocurrencies have emerged alongside bitcoin. The big question I suppose is what are the main use cases for bitcoin? One use case is as a way of easing payments across borders. Another might be as…
General, Python, TCA
Making quant tools accessible to users
by Saeed Amen •
“It’s awesome, I’ve built an amazing market quant model” says a quant (hopefully, more than once in their career). Let’s say this is you, this model can help forecast markets. Is that it? Well, not really. The key point is that any financial model needs to be used in order to actually get any benefit…
General, Python
Debunking open source myths
by Saeed Amen •
Pretty much everyone will have used open source software either directly or indirectly. After all, Linux is open source software, and runs on most servers these days. If you’ve ever used the web, it is likely you’ve indirectly used one of these servers. On a personal level, I’ve open sourced some libraries such as finmarketpy…
Foreign Exchange, TCA
What is the WMR fix and TCA?
by Saeed Amen •
Yesterday, it was reported in the Financial Times that several FX traders who were charged with manipulating the WMR fixing at 4pm LDN were found not guilty in a New York court. Offering a WMR fixing service actually results in a market maker taking substantial risk on a transaction, which seems to have been lost…
General
Avoiding startup stumbling blocks
by Saeed Amen •
Over the past five years I’ve been working independently initially at the Thalesians and now my full time focus is now on Cuemacro. I’ve written about some of my experiences during this time. In this article I take a broader view not only of what I’ve learnt, but what other startups have accomplished in the past…
General
How to find systematic trading ideas
by Saeed Amen •
Whenever I travel I try as much as possible to explore a destination in full. I recently travelled to Nice for the WBS Quant Finance conference (I’m speaking at WBS Women in Quant Finance conference in London on 17 Oct 2018, if you’re interested in attending that). I had time to look around the area…
Data, Python
Moving from Matlab to Python
by Saeed Amen •
What’s your favourite burger joint? This is probably the question I get asked most. Perhaps a more relevant question I get asked, is what are the best ways to move from Matlab to Python. For many financial firms, it is a very pertinent question. I used Matlab extensively during my career, particularly when I was…