It’s been 10 years since Satoshi Nakomoto published his paper on bitcoin (download a copy here). Since then a myriad of cryptocurrencies have emerged alongside bitcoin. The big question I suppose is what are the main use cases for bitcoin? One use case is as a way of easing payments across borders. Another might be as…
Category: General
General, Python, TCA
Making quant tools accessible to users
by Saeed Amen •
“It’s awesome, I’ve built an amazing market quant model” says a quant (hopefully, more than once in their career). Let’s say this is you, this model can help forecast markets. Is that it? Well, not really. The key point is that any financial model needs to be used in order to actually get any benefit…
General, Python
Debunking open source myths
by Saeed Amen •
Pretty much everyone will have used open source software either directly or indirectly. After all, Linux is open source software, and runs on most servers these days. If you’ve ever used the web, it is likely you’ve indirectly used one of these servers. On a personal level, I’ve open sourced some libraries such as finmarketpy…
General
Avoiding startup stumbling blocks
by Saeed Amen •
Over the past five years I’ve been working independently initially at the Thalesians and now my full time focus is now on Cuemacro. I’ve written about some of my experiences during this time. In this article I take a broader view not only of what I’ve learnt, but what other startups have accomplished in the past…
General
How to find systematic trading ideas
by Saeed Amen •
Whenever I travel I try as much as possible to explore a destination in full. I recently travelled to Nice for the WBS Quant Finance conference (I’m speaking at WBS Women in Quant Finance conference in London on 17 Oct 2018, if you’re interested in attending that). I had time to look around the area…
Foreign Exchange, General, TCA
Measuring best execution in FX and customising it
by Saeed Amen •
I’m a bit hopeless at cooking. I can do a bit of baking, in particular chocolate chip cookies, with a secret recipe which I’ve developed over time to make the cookies chewy and particularly sweet, to suit my tastes. Recently, I made Turkish orange cookies (above) for the first time. Whilst they tasted good, I…
General
A decade after my time at Lehman
by Saeed Amen •
There are certain periods of time that cause us to pause: a week, a month, a year. A decade is also one of those periods. Somehow, the passing of a decade seems significant for us, a period to reflect upon for an anniversary, in a way that for example nine or eleven years simply isn’t.…
General, Python
Developing a trading strategy isn’t trading it
by Saeed Amen •
There is a lot emphasis these days about developing a quantitative skill set for markets. Learning Python for example helps you do number crunching on large datasets. Having a grasp of statistics enables you to decipher the relationship between various market variables. All this stuff is important if you want to develop a trading strategy.…
Data, General, Macro
Crowdsourcing in markets
by Saeed Amen •
What is crowdsourcing? If we ask Wikipedia, it tells us that it “is a sourcing model in which individuals or organizations obtain goods and services. These services include ideas and finances, from a large, relatively open and often rapidly-evolving group of internet users; it divides work between participants to achieve a cumulative result.” Within a trading context, how…
General
Cloud choices
by Saeed Amen •
I used to love browsing in record shops. Sometimes you’d stumble across music, that you would never ordinarily think of buying. Record shops are still with us of course (vinyl in particular is experiencing a renaissance), however, more broadly the way music is delivered to consumers has changes. Today, we don’t seem to own “music” anymore.…