Podcast | Macro Hive Conversations With Bilal Hafeez

Saeed Amen On Trading Models, Alternative Data And Python

Macro Hive
Finance, Economics, FX, G7, Investment Strategies, Macro

In this episode, I talk with Saeed Amen. He is the founder of Cuemacro, which provides investors with quant research and analysis. Over the past fifteen years, Saeed has developed systematic trading strategies at major investment banks, including Lehman Brothers and Nomura. He is also the author of “Trading Thalesians: What the ancient world can teach us about trading today” and is the coauthor of “The Book of Alternative Data”, which is due out later this year. He is also a visiting lecturer at Queen Mary University of London. In this podcast we discuss:

  1. Types of trading models, including trend-following and carry
  2. How to design good trading models.
  3. Avoiding data mining
  4. Whether certain strategies are becoming too crowded
  5. Why trend-following models have underperformed
  6. Examples of alpha models like trading month-end flows
  7. Importance of reducing transaction costs
  8. Types of alternative data
  9. How to use news data
  10. The non-technical challenges of using alternative data
  11. Why Python is an important complement to Excel

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