We are pleased to introduce a new feature - Data Unit Transformation Tool, which allows users to perform manipulations on the raw data (such as finding percentage change or taking logarithms) when inputting into any of the models, thereby expanding your toolbox in quantitative analysis.
Fig 1. Users can now perform data manipulations using the “Select Unit” drop-down list.
Fig 2 & 3. Comparing data across different categories made easier using the “Index scale to 100” option. For instance, FRED CPI vs COMEX Gold.
Please click here to learn more about this function.
If you have any queries, please drop us an email at support@mafint.com and we'll get in touch shortly.
Click here to try MAF Cloud (Beta) for free today!
We have included two new datasets - FRED and EIA into our database, which will be updated automatically on a daily basis. Users can now use these new datasets when generating quantitative models, or download the historical data directly.
Fig 1. In addition to FRED and EIA, MAF Cloud also supports the historical data from various major exchanges globally such as CME, ICE and SGX FFA etc.
Fig 2. Performing quantitative analysis using FRED data and commodity prices, such as US CPI vs Gold
For more information on downloading historical data, please visit Quick Start Guide → Can I download historical market data from MAF Cloud?
If you are experiencing any difficulties obtaining your desired data from MAF Cloud, please drop us an email at support@mafint.com and we'll get in touch shortly.
Click here to try MAF Cloud (Beta) for free today!
Name: Aaron Ang Wei Jie
School: NTU School of Physical and Mathematical Sciences (Math and Economics)
Internship Period: 13 May 2019 to 02 August 2019
Internship Position: Financial Portfolio Risk Modelling Intern
Personal LinkedIn: https://www.linkedin.com/in/aaron-ang-7715a4189/
Summary:
This report consists of three chapters in which Aaron Ang will describe his twelve-week experience at MAF Intelligence Pte Ltd as a Financial Portfolio Risk Modelling intern. This professional attachment took place in Summer 2019, from 13 May 2019 to 02 August 2019. This report entails the following sections in the order of: Introduction, Projects, and Summary. The Introduction section outlines the company’s background and job scope of his internship role. The Projects section explains the details of tasks assigned, accompanied with their respective final output. Lastly, the report closes with the Summary section which includes a summary of the internship and his reflections on the experience.
Keyword: Professional Attachment; FinTech, Quant, Financial, Risk
To view the full report, please click: Full Report
This week, we discuss trends and insights in certain SGX and COMEX commodities.
Capesize freight fully catches up with the price of iron ore. Will the price of freight and iron ore continue to rise, or have they already reached their maximum prices?
Prices of COMEX gold and COMEX silver have reached 89, with an average of 76.
That's it for this week's edition of Weekly Insights, and we hope you find it useful! For more frequent updates, do check out our Twitter and WeiBo.
Stay tuned to next week's edition of Weekly Insights! Have a great day ahead! 
This week, we share about trends and insights in certain Shanghai, CME and SGX commodities. Also, we are excited to share that the beta version of MAF Cloud is ready, which you can try for free - scroll down to learn more!
The price of Shanghai fuel oil in September deviated from the price of Shanghai crude oil in August. However, fuel oil has seen a deep backwardation at 11% from September 2019 to January 2020.
The correlation between CME Copper and CME AUD stands at 65.94%. Looking at the Correlation Chart, there may be an underlying pattern that can be utilised in your trading strategy?
The price of SGX 62% Iron Ore is relatively high compared to the price of SGX 65% Iron Ore. Currently, the theoretical price of SGX 62% Iron Ore is 106.08.
The correlation between CME Soy Bean and CME Soy Bean Oil is at 78.25%. Soy bean prices may be undervalued?
Looking at the CME Natural Gas October 2019 contract quarterly analysis (2015-2019), the current price is far below the historical average price for the same period. There may be an underlying trading opportunity prevalent?
MAF Cloud Beta has launched!
This week, we have launched our MAF Cloud beta version! MAF Cloud has everything you need to manage your data, quant, and portfolio - all in one platform. MAF Cloud comes equipped with many comprehensive data models, visualisation tools, and smarter analysis & insights – all making your day-to-day management of business risks easier than ever!
Scan the QR code or click here to try our beta version for free today!
That's it for this week's edition of Weekly Insights, and we hope you find it useful! For more frequent updates, do check out our Twitter and WeiBo.
Stay tuned to next week's edition of Weekly Insights! Have a great day ahead!
MAF Intelligence introduces Weekly Insights, wherein we share our findings as derived from our quantitative models. This week, we identified trends in certain ICE, SGX, DCE and SHFE commodities.
Strong correlation between ICE sugar and ICE coffee at 91.27%. From the Cross-Correlation Chart, we can gather a high correlation between the ICE Sugar No.11 Futures and ICE Coffee "C" Futures from their price movements. It could be a good pair trading strategy for them.
Deep backwardation in SGX Iron Ore.
Price of SGX Iron Ore fully drives FFA freight rates up. As the SGX Iron Ore (SGX, FEF) rises, FFA freight rates quickly follow in recent transactions. This may be a continuing trend?
Comparing the prices of DCE Iron ore and SHFE Rebar, spread trading is more intuitive.
That's it for this week's edition of Weekly Insights, and we hope you find it useful! For more frequent updates, do check out our Twitter and WeiBo.
Stay tuned to next week's edition of Weekly Insights! Have a great day ahead!