“I revel in the beauty of numbers”. I wrote that line a few years ago, at the start of a novel I had begun to write. Whilst 20,000 words somehow made it from my mind to drift on to paper, the novel remains unfinished. Will I ever finish it, I have no idea? For the…
Author: Saeed Amen
Data
Modelling market behaviour
by Saeed Amen •
Life is complicated. It’s perhaps for that reason that philosophers have mused about the world for millennia. How do mathematicians deal with this complexity we encounter in the world? They seek to simplify it. By breaking down problems into their constituent parts, they become more tractable and solvable, and something that we might be able to…
Data
Better data rather than the fastest data
by Saeed Amen •
It’s probably been about 20 years since I last timed myself running 100 metres. From memory, it was under 15 seconds (possibly 13 or maybe 14 seconds). I suspect I could run it a bit quicker today, as I run several times a week these days, somewhat more regularly than I when I was a kid.…
Foreign Exchange
A cynic & valuation in FX
by Saeed Amen •
I remember (many) years ago, being asked at a graduate job interview at Lehman Brothers, what is the price of an asset? I somewhat stumbled around for a few minutes pontificating searching for a few coherent words which could be jumbled up into the sentence. I have no precise recollection of what I replied. I do however remember…
Events
FT Festival of Finance
by Saeed Amen •
(Above) Peter Praet, Chief Economist, ECB Each July, Camp Alphaville descends on London, an eclectic finance conference discussing topics ranging from macroeconomics to fintech to the music industry. It also provides a focal point for the Twitter finance community to meet in real life, where conversations are not confined to 140 characters at a time.…
General
Macro markets after Brexit
by Saeed Amen •
Watching the price action during Thursday evening brought back memories of the Lehman bankruptcy. This was especially true when observing GBP. A move in any currency of 10% within a short period is highly unusual, with GBP/USD moving from a high of 1.50 to a low of 1.32. In a paper, by Iain Clark and myself,…
General
Brexit expectations
by Saeed Amen •
I kind of like burgers. Yes, it’s true. (Please do bear with me, there will be a pertinent market related point to his discussion, by the next paragraph). I also would speculate that most people like burgers. Admittedly, this is a broad generalisation. However, for the sake of our example, we’ll simply make that assumption. However, perhaps the more…
General
Cuemacro’s goals
by Saeed Amen •
I am very happy to say that we have established Cuemacro! The company grows out of my work over the past decade to decipher currency markets and more broadly macro markets. Over the coming weeks and months, I hope to put more content on this website related to quantitative techniques applied to macro markets and…