Years ago, coding was not seen as a necessary universal skill in banks. The people who coded in banks, were developers. On a trading desk, unless you were one of those quants pricing exotic options or working in electronic trading, it was likely that Excel was your main analytic tool of choice. However, today, it…
Category: General
General
Painting with quant analysis
by Saeed Amen •
To my untrained non-artistic eye, it’s difficult to say much about a single brush stroke in isolation. I suppose we can see it’s colour, its size, the general style. However, beyond that I’m kind of stuck. It’s only when we see the brush strokes of a painting on aggregate that a picture finally emerges. Suddenly…
General, Python
The more you code, the less you know
by Saeed Amen •
I try to avoid cliches. They are just lazy ways to express ideas. Sometimes, however, I must confess laziness gets the better of me and I end up using a cliche. Somehow, even the lazy use of a cliche can actually seem appropriate. Music just strikes a chord, is a both a cliche and a…
Data, General, Python, TCA
Storing time series data
by Saeed Amen •
As regular readers of my posts may have realised, I kind of like burgers. It’s a simple meal, but somehow very satisfying. There’s obviously vast differences between the burgers on sale, in terms of quality. It isn’t necessarily the case that the most expensive burger will be best. In practice, excessively expensive burgers, end up…
Data, Foreign Exchange, General, Python, TCA
Having source code for TCA is useful
by Saeed Amen •
I’d love to be able to cook. I’m slowly learning, but cooking anything more complicated than a pasta essentially flummoxes me. When it comes to eating, well, the inability to cook is of no hindrance for me to consume food of bewildering complexity. I have no idea how to make a duck confit (and even…
Data, General, Macro, Python, TCA
New Year’s Quant resolutions
by Saeed Amen •
So this is Christmas / And what have you done? / Another year over / And a new one just begun, as John Lennon once sung. Whilst Christmas is a time to reflect on the past year, the New Year is instead a time to look forward. This may involve New Year’s resolutions, or possibly…
General
Skin in the game for quant traders
by Saeed Amen •
I recently read a tweet posting by Mark Dow (@mark_dow) about the concept of skin in the game, which inspired me to delve into the subject a bit more. A quick perusal of the internet (ok, Wikipedia) suggests that the term skin in the game might have been coined by Warren Buffett, although there are…
Foreign Exchange, General, Python
Hundreds of quant papers/libraries from #QuantLinkADay in 2018
by Saeed Amen •
I tweet quite a bit! It can involve random subjects such as burgers. However, the main objective of my Twitter account is to tweet about all thinks quant related, whether it’s trading strategies or the market or coding (in particular Python). To make sure I actually did this, several years ago, I started my #QuantLinkADay daily…
General
Listen to the whole quant album
by Saeed Amen •
It’s 50 years since the Beatles released the White Album. To celebrate it has been reissued with new mixes of the original tracks. I have to admit, it’s rarer these days to listen to an album the whole way through. Instead, I invariably listen to playlists on iTunes which select tracks from all manner of…
Data, General, Python
Data science in a database?
by Saeed Amen •
If you have a burger, a pretty important part is the patty. If the patty is awful, the rest of the burger is going to be pretty bad. However, just having good beef is not sufficient. You can overcook it, put too little fat in the patty, and ruin the beef. In a sense, data…