Sometimes, it’s obvious what you want to buy. If you go to a burger joint, you probably want to buy a burger, right? No one goes to a burger joint for a salad (or at least I don’t). However, if we take a step back, what type of burger you’ll order, depends on the place.…
Author: Saeed Amen
Data, General
Predicting the past
by Saeed Amen •
Remembering the past isn’t always easy. I can remember the very worst P&L days of models when I was in a bank (and precisely what triggered the event). Can I remember the best P&L days..? Not a chance. Does that mean there were no good P&L days? Thankfully there were! With burgers, by contrast, I…
Events, Foreign Exchange, General
Notes from TradeTech FX USA
by Saeed Amen •
Usually, I don’t particularly look forward to long haul flights, being cooped up in a seat for hours on end, “enjoying” plane food etc. However, this time was different, earlier this month, I was excited about going on a long flight to the USA. After all, it’s only been a few months since pandemic travel…
Data, Foreign Exchange, General
Decomposing flows in FX
by Saeed Amen •
If you’re busy during the workday, it’s unlikely you are going to take much time choosing where you go to lunch. You just want to get something to fill you up. By contrast if you’re on holiday, then you might take a bit more time about selecting somewhere to eat. You’ve got more time, and…
Foreign Exchange, General, Macro
What’s in a correlation for trading?
by Saeed Amen •
If you see a massive queue around the block outside a restaurant, what does it imply? Well, for one it’s popular. If it’s popular, you’d assume the food is also pretty good. Is this always the case? Sometimes it may well be the case. Other times, it’s simply because of hype, and the food is…
Data, Foreign Exchange, General, Macro
What everyone else is trading
by Saeed Amen •
When visiting a new place, there are a number of ways of deciding where to eat. One way would be to check a website like trip advisor. However, you might feel that this isn’t the best way to research this. Perhaps a more authentic way to find a nice place to eat is to simply…
Data, General
First steps when exploring data
by Saeed Amen •
It’s exciting travelling to a new place and exploring it. No matter how prepared you might be, it’s always different when your actually there. Photos are useful for points of reference, as might travel guides, yet they always miss parts of the travel experience. Revisiting a place after many years, adds to the mix memories,…
Data, General, Macro, Python
Hundreds of quant papers from #QuantLinkADay in 2021
by Saeed Amen •
Over the past few years I’ve been tweeting a daily quant paper (or quant related library or similar) every day with the #QuantLinkADay tag. The initial objective was to make sure that my Twitter account @saeedamenfx posted at least some useful quant link of information (and to prevent Twitter followers being overrun by burger tweets,…
Events, General
QuantMinds 2021 in Barcelona
by Saeed Amen •
The above photo is of Montjuïc Castle which has one of the best views over the city. The view from there kind of explains why the location was chosen from a strategic perspective. As a city Barcelona has many places which punctuate the skyline, whether it’s that castle, or the (still unfinished) Sagrada Familla, Gaudi’s…
Data, General
Your data first, then external
by Saeed Amen •
It’s always tempting to look further afield when travelling. I’m not suggesting that we shouldn’t travel further afield, it’s just that we often negate what is sitting right on our doorstep. Over the past year, many of us have spent far more time at home then we would ordinarily or in the area where we…