If you’re building a house, what’s important? You need an architect to design the house alongside civil engineers. You need builders to, well, build the house. Of course, you could try your hand at some of these tasks, but it’s going to be a very steep learning curve. It’s also one thing trying your hand…
Author: Saeed Amen
Data, General, Python
Benefits of learning Python for traders
by Saeed Amen •
In the world of burgers, there aren’t really many buzzwords. Maybe for the very fancy burgers, they might have wagyu beef or something exotic like that (and no, those burgers aren’t any better). However, by and large there’s only so much you can do to a burger to make it different. Ultimately it needs a…
Data, Foreign Exchange, General, Macro
Crypto markets from an FX perspective
by Saeed Amen •
It’s fifty years since the Bretton Woods system collapsed. Given that I’ve been working in FX my whole career, I suspect I should be thankful to Nixon for that! There’s a great article by Chris Marsh which discusses this, and I strongly recommend having a read of it. Also recently I read an article by…
General
Eight years of independence
by Saeed Amen •
LinkedIn can be pretty talkative sometimes, putting up notification after notification, most of which, you’ll probably end up ignoring. However, from time to time, there might well be a notification which really does make you think. This week a notification popped up telling me that it’s been eight years since I started working independent. I…
Foreign Exchange, General
Building single currency models?
by Saeed Amen •
It takes time to research financial markets. From a quant point of view, the aim is always to build models which are generalised, which can work for many assets, whether they are indicators, trading strategies etc. One such model is a trend following strategy. The same trend following algorithm can be applied to futures across…
Data, General
The unknowns in markets and alt data
by Saeed Amen •
Every year that passes, it seems to become clearer that there is even more I don’t know, in particular those areas where I’ve worked the most, financial markets. If it’s a new area, then it’s a lot easier to assume you know than you know, because you are shielded from a lot of the complexities.…
Data, General, Macro
So what can NLP do for financial firms?
by Saeed Amen •
There’s more than one meaning for NLP, which you might encounter. If you Google it, one of these is Neuro Linguistic Programming, and techniques of communicating with other folks. Well this post is absolutely nothing to do that! Instead, it’s to do with the NLP, which occupies more of my time, natural language processing. In…
Data, General, Python
Working with time series in Python
by Saeed Amen •
In the dim and distant past (let’s call this 2007!) if you wanted to work with time series, you might have to resort to writing your own time series library. When I say a “time series library”, I’m not really talking about any sophisticated techniques for manipulating time series. Instead, I’m talking about ways of…
Data, General, Macro
Quantifying Politics
by Saeed Amen •
We all know that politics impacts markets. However, it can be tricky to understand how to quantify political risk and use it as an input in the investing process. Here we take an updated look at the returns from applying Thorfinn’s political indices to trade a basket of macro assets. During our sample period from…
General
Investing as football
by Saeed Amen •
It’s Euro 2020. Suddenly, everyone (including myself) is temporarily a football expert. I pretty much know nothing about tactics when it comes to football, but I do know something. You have to score goals to win. However, even that needs the caveat that, this needs to be done, whilst preventing the opposition from scoring. Ok,…