When I have a burger I feel better. I feel that there is some causation here, in particular because of I’ve got lots of statistical data to justify this! However, in practice, if we look away from burgers and at finance, it’s a bit more difficult to answer the conundrum of causation versus correlation. If…
Author: Saeed Amen
Events
Buffett, Munger and the 2018 Berkshire Hathaway Meeting
by Saeed Amen •
It’s that weekend in the year, when investors converge on Omaha for the Berkshire Hathaway meeting. Over the years it has grown from a relatively low key affair with a handful attendees, to today, where attendees pack Omaha’s CenturyLink Center for the meeting (which has a capacity of around 17,000). It was my third time…
Data, Events, Foreign Exchange, Python
QuantCon NYC 2018 review
by Saeed Amen •
John Fawcett, founder of Quantopian with Rich Newman, FactSet A big reason people visit New York is for the burgers, right? You’ve got Shake Shack, Minetta Tavern, the Burger Joint… I could construct quite a long list. OK, that’s probably just a reason which encourages me to visit New York! At the end of…
Data
Gauging how useful alternative data is
by Saeed Amen •
Hands up, if you’ve heard the words “alternative data” being used in quant circles recently? I can see a lot of hands up! I could ask the same questions for machine learning and artificial intelligence, and probably get the same reaction. The crux of any good trading strategy is using data as an input and…
Foreign Exchange, General, Python, TCA
What I’ve learnt from developing a FX TCA library?
by Saeed Amen •
Reading is a great way to learn. However, it’s the practice of that knowledge which is a key part of the process. For example, you can read a lot about an area in mathematics, but it’s only once you’ve sat there for hours struggling to solve some problems that you begin to understand it. It’s…
General
Historical context and markets
by Saeed Amen •
Look at a painting, and you can have a view of whether you like it or not. Something might catch your eye, perhaps it’s the style of painting. Maybe it’s the colours. Could it be the subject topic? However, without any context about the artist and the period in which it was painted, it can…
Foreign Exchange, General
Regime change isn’t just for politics
by Saeed Amen •
In the past, in the UK, if you wanted a burger, well, you went to McDonalds. Perhaps there was the odd Burger King or Wimpy too. Burger-wise they were simpler times. Today, there’s been a total change in the regime, when it comes to burgers. Do you want a “fast food” burger, like McDonald’s, a…
General
What time frequency to trade?
by Saeed Amen •
Do you like having snacks regularly and forego regular meals? Or do you prefer to have 3 meals a day? It’s simply that the snacks you have, are going to be smaller portions compared to a full meal (at least I suppose that is the idea). I’m not a doctor, so I have no idea which is…
General
Choose your parameters unwisely in trading…
by Saeed Amen •
Ok, the title is slightly tongue in cheek, but I shall explain it later in the article. In the meantime, let’s talk about something I like a lot… burgers! One thing that’s fairly apparent is that the quality can vary considerably between different burger joints. Some use the highest quality beef, which you might find in a…
General
The digital nomad?
by Saeed Amen •
The idea of being a digital nomad is somewhat seductive. Work on a laptop wherever you want, in a coffee shop, in a park, or perhaps in a different country. Obviously, it can’t be anywhere at all, free WiFi is the bedrock of any sort of digital nomadic existence. That of course, and the bane…