Thalesians Seminar (Canary Wharf) — Saeed Amen — Using Python to analyse financial markets
Channel: Thalesians
Date: 2018-07-27

DATE AND TIME

7:30 p.m. on Wednesday 22th February 2017

VENUE

Ginger Room, Marriott Hotel, Canary Wharf, London, UK.

Meetup.com

You can register for this event and pay online on Meetup.com: https://www.meetup.com/thalesians/events/237318190/

ABSTRACT

In this talk, we discuss the Python open source ecosystem and how libraries like pandas can be used to form the backbone of data analysis. We also introduce the open source libraries, chartpy, findatapy and finmarketpy, showing how they can be used to visualise data, download market data in a generic fashion and also to backtest trading strategies. We shall be giving interactive demos, including a demo for a simple trend following strategy and visualisation of FX vol surface.

SPEAKER

Saeed is the founder of Cuemacro and is a co-founder of the Thalesians. Over the past decade, Saeed Amen has developed systematic trading strategies at major investment banks including Lehman Brothers and Nomura. Independently, he is also a systematic FX trader, running a proprietary trading book trading liquid G10 FX, which has had a Sharpe ratio over 1.5 since 2013. He is also the author of Trading Thalesians: What the ancient world can teach us about trading today (Palgrave Macmillan).