Over the past few years, our work deciphering financial markets has been cited on a number of occasions in the press, including in the Financial Times (FT) and Wall Street Journal (WSJ), which we list here, as well as on Bloomberg TV. We have also given a number of presentations at conferences both for academia and industry, listed at the end. If you’d be interested in me presenting at your conference, let me know!
Press references to Saeed Amen’s research
- 07 Aug 2020 – Refinitiv – Why is point-in-time data crucial in backtesting?
- 03 Jul 2020 – Refinitiv – How can you speed up your Python code?
- 15 Apr 2020 – Refinitiv – Backtesting strategies using tick data
- 05 Mar 2020 – Bloomberg TV – Using alternative data to track the coronavirus
- 11 Nov 2019 – Refinitiv – The best Python tools for financial markets
- 02 Oct 2019 – Refinitiv – Which alternative dataset is right for you?
- 21 Aug 2019 – Bloomberg News – Investment Robots Are Listening to CEOs and Reading Your Twitter Feed
- 05 Jul 2019 – Refinitiv – An introduction to natural language processing
- 22 May 2019 – Refinitiv – NLP and quant investing: Finding signals in the noise
- 29 Apr 2019 – Bloomberg TV – Quants are turning away from trend following, Cuemacro founder says
- 02 Aug 2018 – Euromoney – FX: Machine learning use grows, but lags in HFT
- 01 Jun 2018 – QuantNews – Saeed Amen of Cuemacro on FX, Alternative Data, and Backtesting
- 30 Apr 2018 – Bloomberg News – The Quant factor in funds
- 16 Mar 2018 – Thomson Reuters – A decade later, three lessons from the financial crisis
- 14 Feb 2018 – Bloomberg News – Dollar Bears Dominate at FX-Market Forum
- 02 Jan 2018 – Bloomberg News – Amen doesn’t see dollar strengthening in 2018
- 27 Oct 2017 – Bloomberg TV – How quants scour for new data?
- 11 Oct 2017 – Bloomberg News – Alpha Macro FX Traders Should’ve Just Been Beta
- 04 Aug 2017 – Automated Trader – Python for analysing financial markets
- 22 May 2017 – Wall Street Journal – The Quants Run Wall Street Now
- 18 May 2017 – Bloomberg News – You can use ETFs to take a crack at predicting currency returns
- 28 Apr 2017 – Bloomberg News – Quants fire back at Paul Tudor Jones
- 22 Apr 2017 – The Sunday Telegraph – Win for French anti-EU candidates ‘will devalue euro’
- 13 Apr 2017 – International Business Times – Data-Driven Investment Made Easy By Open Sourcing Software, Cuemacro CEO Says
- 02 Mar 2017 – International Business Times – Finance and artificial intelligence are going ‘fintech’ and open source
- 13 Feb 2017 – Bloomberg News – Forget ‘Fake News.’ For Markets, It’s Never Been More Real
- 27 Dec 2016 – The Telegraph – Brexit talks to rock pound as Article 50 marks sterling’s ‘final dip’
- 19 Dec 2016 – Finance Magnates – FM London Summit: What next for advanced tech?
- 31 Nov 2016 – Newsweek – How open source software could level the playing field in finance
- 05 Nov 2016 – The Sunday Telegraph – US election 2016: Donald Trump victory to trigger global market turmoil as Mexican Peso under threat
- 31 Oct 2016 – Bloomberg TV – Interview on “What’d you miss” with Joe Weisenthal on how we can measure investor sentiment & alternative data
- 27 Oct 2016 – Finance Magnates – London Summit and Battle of the Quants
- 24 Oct 2016 – Investment News – Investopedia Anxiety Index a step ahead of the VIX?
- 12 Sep 2016 – Bloomberg – A Sell-Off Pressure ‘Larger Than Brexit’ Imperils One of Wall Street’s Hottest Trades
- 23 Aug 2016 – Bloomberg – Olympics a Losing Streak for Host Currency as Real Falls
- 18 Jun 2016 – The Sunday Telegraph – City bets on pound to suffer bigger plunge than ‘Black Wednesday’ after Brexit vote
- 13 Jun 2016 – Financial Times – EU vote: Sterling’s ‘Swissie shocker’ moment?
- 13 Jun 2016 – The Telegraph – Global markets rattled as Brexit gains traction
- 19 May 2016 – Bloomberg TV – Interview on “What’d you miss?” with Joe Weisenthal on benefits of trend following strategies
- 25 Apr 2016 – City AM – Finance actually wants more regulation because of the rise of artificial intelligence fintech in the world’s markets
- 29 Feb 2016 – Bloomberg News – This Hedge Fund Topped Rivals With Mix of Algorithms and 16th-Century Theory
- 12 Feb 2016 – The Telegraph – Market Report: Homebuilders battered by global gloom
- 18 Jan 2016 – Finance Magnates – Saudi Speculation: Aramco Float and Currency Peg Scrutinized
- 07 Jan 2016 – Bloomberg TV – Interview on “What’d you miss?” with Joe Weisenthal on modelling Saudi FX peg
- 05 Jan 2016 – Finance Magnates – The Silk Road and its Secrets: Is There Really a Secret Sauce in Trading?
- 30 Sep 2015 – Bloomberg TV – Interview on “What’d you miss?” with Scarlet Fu & Joe Weisenthal on news sentiment
- 14 May 2015 – Financial Times – Do people sell in May and go away? A guest chart
- 17 Apr 2015 – Financial Times – Why US inflation is the story: a guest chart
- 10 Apr 2015 – Financial Times – Unpicking higher currency volatility: a guest chart
- 02 Apr 2015 – Financial Times – Which Fed governor talks most? A guest chart
- 21 Jan 2015 – Automated Trader – RavenPack white paper: Trading bond futures and FX with news data
- 08 Dec 2014 – Financial Times – Which investors drive yen slide: guest chart
- 08 Sep 2014 – Automated Trader – RavenPack partners with Thalesians to test news analytics features
- 14 May 2014 – Global Derivatives TV – Systematic Trading and FX volatility
- 11 Mar 2014 – Wall Street Journal – Why FX Traders Trade: A Reminder, by Katie Martin
- 16 Sep 2013 – The Independent – Life after Lehmans: What became of the people at the eye of the banking storm, five years on?
- 08 Aug 2013 – Reuters – Uncertainty over BoE guidance lifts sterling to 7-week peak
- 18 Jul 2013 – Wall Street Journal – Yours, Mine….Howzat? Do Traders Like Cricket?
- 14 May 2013 – Global Derivatives TV – Saeed Amen On FX Quant Strategy – Building Systematic Trading Models
- 01 May 2013 – Financial Times – Australia’s rate cut imperils carry trade
- 10 Oct 2012 – Bloomberg – Gold Trades Near One-Week Low on Strengthening Dollar
- 26 Apr 2012 – Financial Times – Forex momentum trade yields long-term gains
Media articles by Saeed Amen
- 20 Sep 2019 – eFinancialCareers – “I’m a systematic trader. Here’s how I use GitHub”
- 30 Aug 2019 – eFinancialCareers – Alternative data jobs are the best data science jobs in finance
- 19 Aug 2019 – eFinancialCareers – Why my college at London university become a route to the best jobs in finance
- 05 Aug 2019 – eFinancialCareers – Which version of Python should you learn for finance
- 04 Jun 2019 – eFinancialCareers – Five things you need to know about R when you’re coding in finance
- 13 May 2019 – eFinancialCareers – Three things you need to know about NLP if you want to keep your job in finance
- 01 May 2019 – eFinancialCareers – How much Python do you need to know to work in trading now?
- 08 Apr 2019 – eFinancialCareers – Should you learn to program in Julia to get ahead in finance?
- 26 Mar 2019 – eFinancialCareers – Forget Python, you need to learn to code in Cython
- 20 Mar 2019 – eFinancialCareers – Why traders need to start learning Python, and what they will do with it
- 12 Mar 2019 – eFinancialCareers – How to learn Python when you have a full time job in finance
- 07 Mar 2019 – eFinancialCareers – How old is too old to start coding when you work in finance?
- 18 Dec 2018 – eFinancialCareers – How French banks are using AI to help salespeople and regulators
- 03 Apr 2018 – QuantMinds – Using Big Data to trade FX
- 12 Dec 2017 – eFinancialCareers – So, you want a job in machine learning? 5 takeaways from NIPS
- 21 Nov 2017 – eFinancialCareers – Confessions of a machine learning specialist who works in finance
Selected presentations by Saeed Amen
- May 2019 – QuantMinds – Vienna – How quants extract P&L from alternative data
- May 2019 – QuantMinds – Vienna – tcapy, developing a Python based library for transaction cost analysis
- Mar 2019 – WBS – London – Big Data, News & Using Python in financial markets
- Mar 2019 – Risk Quant Summit – London – Big Data and using machine readable news to trade FX
- Jan 2019 – ECB – Frankfurt – Big Data, News & TCA
- Nov 2018 – Quant Insights – London – Big Data, News & Using Python in financial markets
- Oct 2018 – ODSC Europe – London – Big Data, News & Using Python in financial markets
- Sep 2018 – WBS – Nice – Big Data, News & Using Python in financial markets
- May 2018 – QuantMinds – Lisbon – Big Data, News & High Performance Computing
- Apr 2018 – Quantopian – NYC – Big Data, News & Using Python to analyse financial markets
- Feb 2018 – IMF – Washington DC – Big Data, News & Using Python in financial markets
- Nov 2017 – QuantMinds USA – Chicago – Impact of scheduled events on FX vol & using Python in financial markets
- May 2017 – Global Derivatives Europe – Barcelona – Using Python to analyse financial markets
- Apr 2017 – Quantopian – NYC – FX beta and Python in markets
- Mar 2017 – Quant.it – Venice – Big data in macro markets
- Mar 2017 – Newsweek AI data – London – Open source & analysing markets with Python
- Feb 2017 – The Thalesians – London – Analysing markets with Python
- Oct 2016 – University of Greenwich – Analysing markets with Python
- May 2016 – Global Derivatives – Budapest – Building a CTA
- Sep 2015 – Federal Reserve Board – Washington DC – Big data & vol around events
- Jul 2015 – Bank of England – London – Big data & vol around events
- May 2015 – Global Derivatives Europe – Amsterdam – Big Data & vol around scheduled events
- Mar 2015 – MathFinance – Frankfurt – Vol around scheduled events
- Feb 2015 – Alphascope – Geneva – Systematic trading workshop
- Jan 2015 – STA – London – Trading Thalesians book talk
- Jan 2015 – CFA Society UK – London – Trading Thalesians book talk
- Nov 2014 – Accenture – London – High frequency trading
- Nov 2014 – Global Derivatives USA – Chicago – Systematically trading carry using Big Data
- May 2014 – Global Derivatives Europe – Amsterdam – Trading FX vol systematically
- Feb 2014 – Electronic Trading: Risk Management and Governance – London – Event vol add-ons in FX implied vol
- Nov 2013 – Global Derivatives USA – Chicago – Event vol add-ons in FX implied vol
- Nov 2013 – University of Greenwich – London – Event vol add-ons in FX implied vol
- Sep 2013 – TradeTech FX – London – Defining beta in FX using systematic trading strategies and what can we do to improve?
- Apr 2013 – Global Derivatives Europe – Amsterdam – Gold and FX hedging
- Mar 2012 – MathFinance – Frankfurt – Gold