Let’s say you had to identify a city you’d never heard of on a map. Let’s take a city chosen at random, Stockton and you wanted to identify which country it is in. You have with you a list of every single town in the world, alongside its country. A simple brute force way to…
Category: Data
Data
Calling corporates, monetise your data!
by Saeed Amen •
I’ve been looking at markets for over a decade. Throughout my career, I’ve always been looking to find unusual and exciting datasets to shed new light on markets and find alpha. Back in 2008, I published an article for Lehman Brothers FX Research examining the use of Google Trends to trade currencies, which was a…
Data
Painting in the colour of alternative data
by Saeed Amen •
I must preface what I’m about to write, by stressing I know very little about art. I like photography, but in terms of “creating” art, I haven’t strayed beyond that. I might just about be able to pick out a Picasso, recognise a Rembrandt or memorise a Mondrian, but that’s about it. However, what little I do…
Data, Macro
Delving into macro data & US trade deficit with Asia
by Saeed Amen •
Over the past few days, I’ve been in Singapore primarily to speak at TradeTech FX Asia on using Python to replace Excel when analysing FX markets. During the conference, some subjects came up regularly, such as the impact of politics on Asian markets, notably the election of Trump and also Brexit. Whilst, we might have…
Data, Foreign Exchange
Burgers, human and machine learning in trading
by Saeed Amen •
OK, I admit it I quite like burgers. However, what makes a good burger? I’ve had many (perhaps, some would speculate too many) burgers over the years. First, there is not necessarily a linear relationship between the price of a burger and the quality. Admittedly, the quality of beef in a fast food burger is generally…
Data, Foreign Exchange, General, Macro, Python
Over 300 quant links from #QuantLinkADay
by Saeed Amen •
I’ve been tweeting regularly over the past few years, usually around quant finance, coding and also a bit on burgers. Last December I decided to regularly start tweeting a quant link every day, for which I used the imaginative hashtag #QuantLinkADay (yes, that hashtag took a lot of thought…!), to flag interesting quant papers (generally…
Data, Foreign Exchange
That’s more news to me
by Saeed Amen •
The field of alternative data is growing at a rapid rate. One of the most established forms of alternative data is that of machine readable news. The amount of news available is expanding very quickly. By making it machine readable, it is possible to digest much more news than would be possible for a human.…
Data
Mince pie data
by Saeed Amen •
The sun is slowly receding, the sky is darkening early each day, the leaves have fallen: signs that Christmas is drawing near. When I was younger there was something which puzzled me most of all about Christmas. That something was the humble mince pie. I could not quite understand where precisely the mince was, since it…
Data, Foreign Exchange
Elections, markets and alternative data
by Saeed Amen •
I was in New York during election week. The timing had been more of a coincidence than anything else. The main reason I had gone to New York was to meet clients. I wanted to better understand how investors were thinking about alternative data and quant approaches to markets (and of course, to try out…
Data
What’s a data scientist?
by Saeed Amen •
I recently attended the Open Data Science Conference (ODSC) in London. The very first presentation was given by Gael Varoquaux. One of the first questions he asked was an obvious one, at such an event: what’s data science? In a nutshell, Gael, described data science as a combination of statistics plus coding. Whilst the term data…