A couple of years ago I remember visiting the opening of an art exhibition in Amsterdam, with a few of my friends from university. I can’t really recall many of the paintings, probably more a function of my memory, rather than the art itself. One thing I do recall was a painting a living room,…
Category: Macro
General, Macro
Isn’t passive, a bit active?
by Saeed Amen •
Over the past few years, passive strategies have increased significantly in popularity compared to active strategies. This is perhaps not surprising given that stocks have been pretty buoyant and as a result passive strategies which track a broad based equity indices have performed relatively well. The argument is that passive strategies have very low fees…
Events, General, Macro, Python
Quant solutions for macro traders
by Saeed Amen •
Over the past two weeks I’ve been travelling in Asia to Singapore and Japan, my mind simultaneously awash with discovering new places and a sampling of local burgers (yes, I make it a duty to try burgers whichever part of the world I’m in…). The first week was for work, and the second week was…
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, 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…
Macro
Why has that price moved?
by Saeed Amen •
Why? It’s the most insidious of words in the English language. It is so often easy to ask why, but somewhat more difficult to answer. I kind of like burgers, but ask me why, and perhaps the only way I could answer would be with something mundane like “they taste good”, and elaborate on that…