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
You can get more details on Saeed’s work here and his upcoming book is available here.
(The commentary contained in the above article does not constitute an offer or a solicitation, or a recommendation to implement or liquidate an investment or to carry out any other transaction. It should not be used as a basis for any investment decision or other decision. Any investment decision should be based on appropriate professional advice specific to your needs.)
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