I’ve been in markets for close to twenty years. What has been my persistent takeaway, aside from the fact that there’s always more to learn about markets, is that whilst markets do change, themes do reoccur. It’s been nearly a decade since I first spoke at a TradeTech FX event. I thought it would be…
Category: Foreign Exchange
Data, Foreign Exchange, General, Macro, Python
Hundreds of quant papers from #QuantLinkADay in 2022
by Saeed Amen •
If you follow me on Twitter (@saeedamenfx), you’ll notice that I post a lot of stuff about burgers (yes, I do like them). In an effort to make sure that I at least regularly post quant content (as opposed to burger based tweets), I started posting a daily link under the #QuantLinkADay hashtag. Usually these…
Events, Foreign Exchange, General
TradeTech FX in Amsterdam
by Saeed Amen •
Amsterdam is a city that I haven’t visited for a while. I’m glad to say not much has changed since my last visit: the rain (yes, I seem to pick the worst days to visit), the canals and more. It’s one of those large cities, which somehow manages to retain a small town feeling, and…
Data, Events, Foreign Exchange, General, Macro, Python
Extracting expectations for French election
by Saeed Amen •
We can’t know everything, even a fraction of everything. If we want to find something out, we need to do research. Typically, we’ll try to look at what else has been researched about a topic. If it’s a very niche topic, then it’s less likely we’ll find something relevant. However, if the topic is popular,…
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…
Foreign Exchange, General
Not hedging is a decision for corporates
by Saeed Amen •
If we choose to do something out of our routine, it feels like an active decision. If I order a burger, at a burger joint, I’ve made that choice actively to go there and place that order. If instead, I’m at home, and eat a cheese sandwich, it’s still a decision. I’ve made a decision…
Data, Foreign Exchange, General, Python
Backtesting for FX options
by Saeed Amen •
It’s been a while since things were normal, however, in some parts of the world things are slowly opening up. Travel has begun to open up around the world. I thought it would be worth taking advantage of this to travel myself. Some things haven’t changed, like flight delays, queues etc.! Other things clearly have…