Twelve years of independence: Don’t look back in anger

Twelve years of independence: Don’t look back in anger

Wake up, work, sleep, wake up, work etc. If you’ve ever felt caught in this loop, something must change. Exactly twelve years ago, I quit my last “proper” job at a large firm, Nomura. I really enjoyed what I did there and also before that, at Lehman...
How can we improve inflation forecasts

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...
Hundreds of quant papers from #QuantLinkADay in 2023

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?

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,...