“I model for a living”. If I had said that to my friends, I suspect it would be greeted by laughter. The closest I’ve been to a catwalk, is seeing, well a cat walk. Obviously, when I say, model, I mean quantitatively model. Without any sort of context, most people would likely interpret it from…
Category: General
Data, General
Time series workshop at NIPS
by Saeed Amen •
I was recently at NIPS, a week long conference on machine learning. With over 8000 attendees, a new record for the event, it is one of the biggest conferences dedicated to machine learning. In the coming weeks, I’m looking forward to writing about the various subjects discussed at the event, including my general takeaways. In…
General
Factors to trade cryptocurrencies
by Saeed Amen •
“I didn’t buy any actual bitcoin, I bought Ether”, I heard that earlier this week in a gym in LA (ok, ok, I don’t go to the gym all that often, so maybe this isn’t representative of all weightlifters in gyms). Is this a sign that cryptocurrencies have hit the mainstream (I’ve finally bought some myself,…
General
Some book reading ideas
by Saeed Amen •
Christmas is nearly here and the year is close to its end. I am unsure whether what I have achieved this year, is precisely what I had set out to do. I have however succeeded admirably in failing to adhere to my new years resolution for 2017. I had planned to go the gym most weekdays.…
Data, General
Machine learning the mundane
by Saeed Amen •
Try to think of the “buzziest”, buzzwords you can think of. Support vector machines? No. Random Forests? No. However, group these together (and much more) under the umbrella of “machine learning”, and suddenly we have created a buzzword! The basic idea of many of the techniques which underpin machine learning is find relationships between variables. In particular,…
Data, General
Crowdsourcing alpha (with consultants?)
by Saeed Amen •
San Francisco is nearly 2000 miles further away from London than New York. However, despite that, San Francisco sometimes feels closer to home. Whilst there are some high rise buildings in San Francisco, these are restricted to a relatively small area around the financial district. Much of the city consists of low rise housing, just…
General
Do I feel lucky (trading)?
by Saeed Amen •
Clint Eastwood has had a long career. One of his most memorable roles is that of Harry Callaghan, an inspector in the San Francisco police force, nicknamed Dirty Harry. He played this role in several films, starting with the film Dirty Harry. In that film, Eastwood utters a question, which is one of the most well…
Data, General
Mies, hard work, simplicity & trading
by Saeed Amen •
“Architecture starts when you carefully put two bricks together. There it begins.” That’s a quotation from Ludvig Mies van der Rohe, the famous German-American architect. I recently visited one of his buildings, his famous Barcelona Pavilion, which is partially pictured above. Whilst the scene might look exceptionally modern, the original building was erected in 1929…
Foreign Exchange, General
Bitcoin, cryptocurrencies and burger queues
by Saeed Amen •
The noise, the light, the buzz. Locals look forwards, visitors look up. Yellow cabs zigzag along sweeping avenues. Steam rises from sidewalks. Ice rinks throng the winter. Golden leaves sweep past the autumn. Pastrami greets visitors to Katz. Morning awakened by the sun rising over Long Island. Evening, framed by skyscrapers, the sun leaves over the…
General
High MiFID-2-elity
by Saeed Amen •
If you look up the term “high fidelity” in a dictionary, it defines it as “the reproduction of sound using electronic equipment that gives faithful reproduction with little or no distortion”. It is unlikely that listening to music on an AM radio station would qualify as high fidelity. Even for music played back on an…