I often get asked about where alternative data can be used during the investment process. In practice, I think the key point about alternative data, is that it isn’t an “alternative” to traditional data sources. Furthermore, very often you want to combine various alternative data sources together to generate a signal. This also means combining…
Author: Saeed Amen
Foreign Exchange, General, Python, TCA
Some perspectives on FX TCA
by Saeed Amen •
At Cuemacro, we’ve been developing a FX TCA (transaction cost analysis) Python library over the past year. We are hoping to open source parts of the library, provided we can find sponsorship for the TCA library. By open sourcing the basic framework of the library, we hope we can unlock the benefits of crowdsourcing from community to…
General
It’s coming home: market failure to success
by Saeed Amen •
Football’s coming home. As I’m writing this, we still don’t know, if football will really come home (although I have to admit to hoping it does), as semi-finals (and of course the final) has yet to be passed. What is certain however, is that England have finally got to a semi-final at the World Cup…
Python
Making Python parallel: a few points
by Saeed Amen •
If you want code to run super quick, you could write it in C++. If you want to code something super quick, you could write it in Python. Is there a middle ground where you can get Python code to execute quickly, without having to go through the process of writing everything in C++? One…
General
World Cup trading
by Saeed Amen •
It’s that time again, the World Cup is here. I’ve lost count of the number of games I’ve watched at this stage, and we haven’t even got to the knockout games. At the moment, it’s half time, in the Belgium vs Tunisia group game. I’ve just seen Belgium go in front with Lukaku scoring two…
General
Is startup life for you?
by Saeed Amen •
I’ve been working in startup territory for nearly 5 years. Initially I spent 3 years full time at the Thalesians a company I co-founded. For the last 2 years my full time focus has been Cuemacro. The whole startup experience has been mostly about learning. Coming from the corporate world of banking, it has been somewhat…
Data, Foreign Exchange, Macro
Want to use machine readable news to trade?
by Saeed Amen •
Before the written word, information flow was severely limited. Whatever, wasn’t in human memory was basically lost. To use a computing parallel, it was as if everything was in volatile memory. By constant, having the written word, meant we could store words on long term storage mediums, such as stone, later paper and now digitally.…
Data
Cleaning data for trading
by Saeed Amen •
Nobody likes doing the boring stuff. We all want to go on holiday, but packing our bags is not the fun bit. We all want to have a nice burger (well, I do), but queuing for ages at an ever popular burger joint is not what we want. Traders all want to have positive P&L,…
Macro
Trading what’s priced in
by Saeed Amen •
If I go to the Burger King (for some reason it sounds better that way, by including the ‘the’), I kind of know what I’ll get. The burger, will likely be a Whopper. Whether I’m in London or New York, the whole Burger King experience is likely to be very similar. The burger should taste…
Events
QuantMinds Lisbon 2018
by Saeed Amen •
Lisbon sits wedged between the Atlantic on the West and the river Tagus on the south. It’s buildings seemingly tanned to deep pastel shades, reflect a sun, which seems forever present. Whilst is it the history of the city, which appears to greet the visitor at first, whether it the Tower of Belem, or monastery,…