Saeed
@saeedamenfx.bsky.social
FX quant macro/Python/burgers. Co-founder: Turnleaf Analytics forecasting inflation with ML. Founder: Cuemacro. Books: Trading Thalesians, Book of Alternative Data.
When does Monetary Policy Matter? Policy Stance vs. Term Premium News papers.ssrn.com/sol3/papers.... #QuantLinkADay
December 5, 2025 at 1:00 PM
When does Monetary Policy Matter? Policy Stance vs. Term Premium News papers.ssrn.com/sol3/papers.... #QuantLinkADay
FX Market Making with Internal Liquidity arxiv.org/abs/2512.04603 #QuantLinkADay
December 5, 2025 at 10:16 AM
FX Market Making with Internal Liquidity arxiv.org/abs/2512.04603 #QuantLinkADay
The Predictability of Global Monetary Policy Surprises www.bostonfed.org/publications... #QuantLinkADay
December 3, 2025 at 1:01 PM
The Predictability of Global Monetary Policy Surprises www.bostonfed.org/publications... #QuantLinkADay
Inflation narratives and expectations www.ecb.europa.eu/pub/pdf/scpw... #QuantLinkADay
December 2, 2025 at 1:00 PM
Inflation narratives and expectations www.ecb.europa.eu/pub/pdf/scpw... #QuantLinkADay
More Is More: Leveraging Missing Data in Commercial Real Estate with Machine Learning papers.ssrn.com/sol3/papers.... #QuantLinkADay
December 1, 2025 at 1:01 PM
More Is More: Leveraging Missing Data in Commercial Real Estate with Machine Learning papers.ssrn.com/sol3/papers.... #QuantLinkADay
Credit-Market Sentiment: Estimation and Macroeconomic Implications papers.ssrn.com/sol3/papers.... #QuantLinkADay
November 30, 2025 at 10:21 PM
Credit-Market Sentiment: Estimation and Macroeconomic Implications papers.ssrn.com/sol3/papers.... #QuantLinkADay
Retail inventories and inflation dynamics: The price margin channel www.federalreserve.gov/econres/ifdp... #QuantLinkADay
November 30, 2025 at 10:20 PM
Retail inventories and inflation dynamics: The price margin channel www.federalreserve.gov/econres/ifdp... #QuantLinkADay
Large Moves in the Foreign Exchange Market papers.ssrn.com/sol3/papers.... #QuantLinkADay
November 28, 2025 at 1:00 PM
Large Moves in the Foreign Exchange Market papers.ssrn.com/sol3/papers.... #QuantLinkADay
The Macroeconomics of Media Slant papers.ssrn.com/sol3/papers.... #QuantLinkADay
November 27, 2025 at 5:16 PM
The Macroeconomics of Media Slant papers.ssrn.com/sol3/papers.... #QuantLinkADay
Re(Visiting) Time Series Foundation Models in Finance arxiv.org/abs/2511.18578 #QuantLinkADay
November 26, 2025 at 1:00 PM
Re(Visiting) Time Series Foundation Models in Finance arxiv.org/abs/2511.18578 #QuantLinkADay
Narratives to Numbers: Large Language Models and Economic Policy Uncertainty arxiv.org/abs/2511.17866 #QuantLinkADay
November 25, 2025 at 1:00 PM
Narratives to Numbers: Large Language Models and Economic Policy Uncertainty arxiv.org/abs/2511.17866 #QuantLinkADay
I wrote about my takeaways from the recent @QuantMinds conference.. a lot on AI! Link to the full article is in the next tweet..
November 24, 2025 at 3:54 PM
I wrote about my takeaways from the recent @QuantMinds conference.. a lot on AI! Link to the full article is in the next tweet..
One Fed, Many Voices: Coordinated Communication vs. Transparent Debate papers.ssrn.com/sol3/papers.... #QuantLinkADay
November 24, 2025 at 1:01 PM
One Fed, Many Voices: Coordinated Communication vs. Transparent Debate papers.ssrn.com/sol3/papers.... #QuantLinkADay
No one says “in the sea” anymore?
November 23, 2025 at 9:55 PM
No one says “in the sea” anymore?
A Millennium of UK Business Cycles: Insights from Structural VAR Analysis arxiv.org/abs/2511.15643 #QuantLinkADay
November 23, 2025 at 1:00 PM
A Millennium of UK Business Cycles: Insights from Structural VAR Analysis arxiv.org/abs/2511.15643 #QuantLinkADay
Financial Information Theory arxiv.org/abs/2511.163... #QuantLinkADay
November 23, 2025 at 1:00 PM
Financial Information Theory arxiv.org/abs/2511.163... #QuantLinkADay
The value of trading relationships in FX derivatives: evidence from Credit Suisse's collapse www.bankofengland.co.uk/working-pape... #QuantLinkADay
November 21, 2025 at 1:01 PM
The value of trading relationships in FX derivatives: evidence from Credit Suisse's collapse www.bankofengland.co.uk/working-pape... #QuantLinkADay
A New Proposal For Forecasting Inflation In The Eurozone. A Global Model papers.ssrn.com/sol3/papers.... #QuantLinkADay
November 20, 2025 at 1:01 PM
A New Proposal For Forecasting Inflation In The Eurozone. A Global Model papers.ssrn.com/sol3/papers.... #QuantLinkADay
Dilip Madan talking about new approaches with portfolio objective functions noting with mean variance optimisation involves mean and variance with different units (and expected utility not used much) @QuantMinds
November 19, 2025 at 3:24 PM
Dilip Madan talking about new approaches with portfolio objective functions noting with mean variance optimisation involves mean and variance with different units (and expected utility not used much) @QuantMinds
Marco Bianchetti & Fabio Vitale talking about risk aware trading portfolio optimisation (ie. trying to keep portfolio view the same & P&L whilst trying to reduce the capital/risk) @QuantMinds
November 19, 2025 at 2:43 PM
Marco Bianchetti & Fabio Vitale talking about risk aware trading portfolio optimisation (ie. trying to keep portfolio view the same & P&L whilst trying to reduce the capital/risk) @QuantMinds
Dancing in the Dark: Sentiment Shocks and Economic Activity papers.ssrn.com/sol3/papers.... #QuantLinkADay
November 19, 2025 at 1:02 PM
Dancing in the Dark: Sentiment Shocks and Economic Activity papers.ssrn.com/sol3/papers.... #QuantLinkADay
Liam Hynes @SPGlobal talking about tariff shock to a network signals deciphering business to business relationships @QuantMinds
November 19, 2025 at 12:27 PM
Liam Hynes @SPGlobal talking about tariff shock to a network signals deciphering business to business relationships @QuantMinds
Alexandre Antonov & Ahmed Al Qubaisi, ADIA, discussing stationary portfolio based optimisation, in the context of not having a fixed time horizon @QuantMinds
November 19, 2025 at 11:50 AM
Alexandre Antonov & Ahmed Al Qubaisi, ADIA, discussing stationary portfolio based optimisation, in the context of not having a fixed time horizon @QuantMinds
Matt Parker mathematician & best selling author of Humble Pi & Love Triangle @QuantMinds
November 19, 2025 at 10:39 AM
Matt Parker mathematician & best selling author of Humble Pi & Love Triangle @QuantMinds
Helyette Geman discussing hype index, normalising news coverage of a stock by eg market cap, sector weight etc. @QuantMinds
November 19, 2025 at 10:14 AM
Helyette Geman discussing hype index, normalising news coverage of a stock by eg market cap, sector weight etc. @QuantMinds