Experience counts in coding [0.13]

Posted on Aug. 12, 2017, 12:27 p.m. by Cuemacro @ [source]

Life is change. However, over the past few decades, the pace of technological change has seemingly accelerated.

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Learning from 4 years of working independently [0.12]

Posted on July 29, 2017, 3:08 p.m. by Cuemacro @ [source]

I spent most of my career working on FX desks in banks. If you’re considering a career change from your job in a bank, hopefully, you’ll find some of the points below useful (or you might have questions about this too).

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Choosing books to read and markets [0.10]

Posted on July 22, 2017, 7:05 p.m. by Cuemacro @ [source]

Sometimes I wish I could sweep up every book in bookshop into a magic carpet. Sometimes it might be some random message you’ve seen on Twitter or sentence you’ve heard a trader say, which will inspire a trading strategy (just like finding that book randomly).

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Quant skills for discretionary traders [0.12]

Posted on July 15, 2017, 8:09 a.m. by Cuemacro @ [source]

Fashion is one of those things I think I might follow. In practice, the only times I end up being fashionable, is when the fashion world somehow meanders back to my taste.

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The gorilla & Radiohead in the backtest room [0.09]

Posted on July 8, 2017, 1:41 p.m. by Cuemacro @ [source]

A couple of years ago I remember visiting the opening of an art exhibition in Amsterdam, with a few of my friends from university. Yet, somehow in recent years, the ethereal nature of their music somehow chimed with me.

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What did I learn from a year in Starbucks? [0.14]

Posted on June 23, 2017, 5:18 p.m. by Cuemacro @ [source]

When I quit my job in a bank, nearly four years ago, one of my first decisions I had to make was where I would work on a startup idea. Coding on a laptop is not quite as comfortable as on a large screen.

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Quant trading strategies which float [0.12]

Posted on June 10, 2017, 10:15 p.m. by Cuemacro @ [source]

I had many different types of toys.

We can create many different types of quant models to help us understand markets.

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FX Papers from International Finance 2017 [0.07]

Posted on June 3, 2017, 5:53 p.m. by Cuemacro @ [source]

It can often be easy (and wrong) as a market practitioner in FX to think of moves from purely a speculator’s point of view. As a practitioner, it can often be good to sometimes take a step away from the market, and see other perspectives on FX markets, in particular from academia.

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Know what you don’t know with data [0.12]

Posted on May 28, 2017, 4:56 p.m. by Cuemacro @ [source]

Let’s say you had to identify a city you’d never heard of on a map. Let’s take a city chosen at random, Stockton and you wanted to identify which country it is in.

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Calling corporates, monetise your data! [0.17]

Posted on May 20, 2017, 8:05 p.m. by Cuemacro @ [source]

I’ve been looking at markets for over a decade. Throughout my career, I’ve always been looking to find unusual and exciting datasets to shed new light on markets and find alpha.

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Takeaways from Global Derivatives [0.11]

Posted on May 16, 2017, 9:33 a.m. by Cuemacro @ [source]

Think of Barcelona and there are several images which might come to mind.

Smart beta, portable alpha, games, liquidity, term premium etc.

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Lessons from Buffett in Omaha [0.12]

Posted on May 6, 2017, 11:24 p.m. by Cuemacro @ [source]

In the centre of Omaha is the Old Market district, a reminder of its nineteenth century beginnings, a time when it rose to prominence as a centre of the railroads and the meat trade. That event is of course the Berkshire Hathaway shareholder meeting, where Warren Buffett and his business partner Charlie Munger answer questions from the audience and journalists about Berkshire Hathaway and investing more broadly.

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QuantCon takeaways [0.11]

Posted on April 30, 2017, 11:26 p.m. by Cuemacro @ [source]

Over the past few days I’ve been in New York, meeting with clients. I also attended and presented at QuantCon NYC 2017, Quantopian’s annual conference.

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Painting in the colour of alternative data [0.19]

Posted on April 23, 2017, 11:25 p.m. by Cuemacro @ [source]

I must preface what I’m about to write, by stressing I know very little about art.

Is data available which would allow us to express our hypothesis?

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Isn’t passive, a bit active? [0.04]

Posted on April 16, 2017, 5:56 p.m. by Cuemacro @ [source]

Over the past few years, passive strategies have increased significantly in popularity compared to active strategies. The argument is that passive strategies have very low fees associated with them, when you compare then to active strategies, and still seem to outperform (at least recently!).

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​Brexit and GBP from here [0.01]

Posted on April 9, 2017, 8:53 a.m. by Cuemacro @ [source]

Whilst, I mainly focus on markets from a quant perspective, I find it instructive to follow the market, in particular when it comes to understanding big picture events and their impact. At present, perhaps one of the biggest themes in markets is that of Brexit.

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Quant solutions for macro traders [0.12]

Posted on April 2, 2017, 1:02 p.m. by Cuemacro @ [source]

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…). Let’s then multiply the number of economic data points for not only the UK, but all developed markets, which a macro trader might conceivably trade from a rates or FX point of view.

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Delving into macro data & US trade deficit with Asia [0.07]

Posted on March 25, 2017, 4:02 a.m. by Cuemacro @ [source]

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. He illustrated this by taking the example of an iPhone.

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FX will still be here tomorrow [0.09]

Posted on March 19, 2017, 12:53 a.m. by Cuemacro @ [source]

The ‘Buying and Selling of Money for Time’: Foreign Exchange and Interest Rates in Medieval Europe, Bell, Brooks and Moore (ICMA Centre – 2015) discusses the interplay between exchange rates and interest rates in Medieval Europe and shows that FX transactions could be relatively sophisticated and even included what we might term today as the concept of carry. Yes, the FX market might go through ebbs and flows, face challenges, such as several years ago, when volatility was very low, that very little appeared to happen and also the impact of scandals.

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Making the (partial) leap from Excel to Python [0.10]

Posted on March 11, 2017, 4:20 p.m. by Cuemacro @ [source]

Next week, I’m going to speak at TradeTech FX Asia on the following subject “Life after Excel, using open source Python to analyse FX markets and develop FX trading strategies”. I’ve often written about the benefits of using Python before, but even I have to admit there’s a learning curve to getting acquainted with Python code, which is somewhat steeper than understanding the basics of Excel.

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