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Blog Archive
Takeaways from TradeTech FX USA 2024
In recent years, more financial firms have begun to open up offices in Miami, in particular a number of prominent hedge funds. It has also been the home of TradeTech FX USA for a number of years, where participants from the sell side, buy side and vendors converge...
Different ways to assess forecasts
Let's say you want to know what a burger will taste like. You look at the ingredients, and to some extent you'll be able to "forecast" what it'll taste like. Part of the difficulty is that your input data isn't going to be super descriptive. For example, the menu...
How can we improve inflation forecasts
Just imagine you ordered a cheeseburger. Then low and behold, a salad is brought to your table. The probability of such a thing happening is not zero, especially in a busy restaurant, mix ups happen. It's happened to all of us. Spare a thought for central banks over...
Hundreds of quant papers from #QuantLinkADay in 2023
I tweet a lot (from @saeedamenfx)! In amongst, the tweets about burgers, I tweet out a quant paper or link every day under the hashtag of #QuantLinkDay, mostly around FX, rates, economics, machine learning etc. Some are directly relevant to what we're doing at...
What can Warren Buffett and Charlie Munger teach quants?
I've been a fan of Warren Buffett and Charlie Munger for many years. Indeed, I’ve lost count of the number of times I’ve been to Omaha to hear Warren Buffett and Charlie Munger speak at the Berkshire Hathaway shareholder meetings. It really is a unique event, when it...
Forecasting Inflation: Can Machines Outperform Economists?
On the cusp of a new year, the question top of mind for many governments, businesses and individuals must be “What will economic growth and inflation be in 2024?” After all, 2022-2023 may well be remembered as the years that central banks and economists made major...