understanding tools for analyzing data
If you have ever tried to learn a new language (not a programming language), you know that we always think in our native language before we translate it to the new language. This can lead to you forming some sentences that don’t make sense in the new language but are perfectly normal in your native …
Continue reading “10 python idioms to help you improve your code”
What comes to your mind when someone mentions ‘ECNs’? Stock exchanges? NYSE and NASDAQ? Prior to reading Scott Patterson’s Dark Pools, I knew very little about Alternate Trading Systems (ATS) and how famous public exchanges such as NYSE and NASDAQ came to be. This post is not meant to be a detailed history of (US) trading …
Over the past few years, I have worked with many consultants. Some can be very easy to work with while others can be a little challenging. Some of the consultants I worked with were from a company called AquaQ Analytics and they were probably the best ones I have worked with. For those who don’t …
Every day, I work on a platform that captures intraday and end-of-day tick data from multiple exchanges. Some of them are very popular like NYSE and NASDAQ but they themselves have several different feeds such as NYSE ARCA, NYSE MKT and NASDAQ TOTALVIEW-ITCH. Then, there are some other ones that are not as popular but …
Continue reading “Book Review: Dark Pools by Scott Patterson”
For anyone working in the financial industry, the events that unfolded in 2007/2008 were nothing but extraordinary. During that time, I had just started my first semester in college and barely knew anything about the financial industry. Every day, I would catch the express train and read about another bank either being acquired or going …
Continue reading “Book Review: Too Big To Fail by Andrew Ross Sorkin”
I have been wanting to learn regex. Not just because it reminds me of q a bit but because it’s actually very useful and can be used within numerous languages including python. In case you don’t know, regex stands for regular expression. A regex is “a sequence of characters that define a search pattern.” Most popular use case is …
I remember what a big deal Flash Boys (amazon) was when it was released in 2014. Everyone I knew was talking about it (I was working at an investment bank back then). I am two years late but I finally finished reading it and have to say, it’s a really interesting book. There is no denying that …
When I started trading independently few months ago, I began with stocks. I picked some popular stocks such as Apple and Amazon and some not so popular ones such as Extra Space Storage and Public Storage. I would look at my P&L every few minutes to see how my portfolio was doing. However, there was …
Continue reading “Everything I have learnt about trading oil through ETFs”
There is barely any time when I can say I learnt a particular skill in college which I use in my daily professional life. Being able to build circuits? Nope. Triple integration? Nope. Calculating poles and zeros of a transfer equation to be able to optimize your circuit? Nope. However, one skill I do use is …
Continue reading “Developers should be practical, not perfectionists”
Most of you have probably heard of a startup called Quantopian which was launched in 2011. Quantopian is a crowd-sourced hedge fund that allows its users to develop and back-test strategies using its platform. Last year, Quantopian started an annual conference for quants called QuantCon. It has been gaining a lot of popularity in the quant …