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.
What 200 Years of Data Tell Us About the Predictive Variance of Long-Term Bonds papers.ssrn.com/sol3/papers.... #QuantLinkADay
November 11, 2025 at 1:01 PM
What 200 Years of Data Tell Us About the Predictive Variance of Long-Term Bonds papers.ssrn.com/sol3/papers.... #QuantLinkADay
Economic uncertainty and exchange rates linkage revisited: modelling tail dependence with high frequency data arxiv.org/abs/2511.05315 #QuantLinkADay
November 10, 2025 at 2:47 PM
Economic uncertainty and exchange rates linkage revisited: modelling tail dependence with high frequency data arxiv.org/abs/2511.05315 #QuantLinkADay
The Beige Book’s Value for Forecasting Recessions papers.ssrn.com/sol3/papers.... #QuantLinkADay
November 9, 2025 at 1:00 PM
The Beige Book’s Value for Forecasting Recessions papers.ssrn.com/sol3/papers.... #QuantLinkADay
Technical Analysis Meets Machine Learning: Bitcoin Evidence arxiv.org/abs/2511.00665 #QuantLinkADay
November 8, 2025 at 1:00 PM
Technical Analysis Meets Machine Learning: Bitcoin Evidence arxiv.org/abs/2511.00665 #QuantLinkADay
JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading arxiv.org/abs/2511.02136 #QuantLinkADay
November 7, 2025 at 4:16 PM
JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading arxiv.org/abs/2511.02136 #QuantLinkADay
Measuring economic outlook in the news timely and efficiently arxiv.org/abs/2511.04299 #QuantLinkADay
November 7, 2025 at 4:14 PM
Measuring economic outlook in the news timely and efficiently arxiv.org/abs/2511.04299 #QuantLinkADay
Causal Regime Detection in Energy Markets With Augmented Time Series Structural Causal Models arxiv.org/abs/2511.04361 #QuantLinkADay
November 7, 2025 at 4:12 PM
Causal Regime Detection in Energy Markets With Augmented Time Series Structural Causal Models arxiv.org/abs/2511.04361 #QuantLinkADay
Monetary Policy Schocks: A New Hope — Large Language Models and Central Bank Communication papers.ssrn.com/sol3/papers.... #QuantLinkADay
November 4, 2025 at 1:02 PM
Monetary Policy Schocks: A New Hope — Large Language Models and Central Bank Communication papers.ssrn.com/sol3/papers.... #QuantLinkADay
At-Risk Transformation for U.S. Recession Prediction papers.ssrn.com/sol3/papers.... #QuantLinkADay
November 3, 2025 at 1:00 PM
At-Risk Transformation for U.S. Recession Prediction papers.ssrn.com/sol3/papers.... #QuantLinkADay
Implicit quantile preferences of the Fed and the Taylor rule arxiv.org/abs/2510.24362 #QuantLinkADay
November 3, 2025 at 11:35 AM
Implicit quantile preferences of the Fed and the Taylor rule arxiv.org/abs/2510.24362 #QuantLinkADay
ChatGPT in Systematic Investing - Enhancing Risk-Adjusted Returns with LLMs arxiv.org/abs/2510.26228 #QuantLinkADay
ChatGPT in Systematic Investing - Enhancing Risk-Adjusted Returns with LLMs
This paper investigates whether large language models (LLMs) can improve cross-sectional momentum strategies by extracting predictive signals from firm-specific news. We combine daily U.S. equity…
arxiv.org
November 3, 2025 at 11:32 AM
ChatGPT in Systematic Investing - Enhancing Risk-Adjusted Returns with LLMs arxiv.org/abs/2510.26228 #QuantLinkADay
Also don’t get the point of dressing up today. Totally pointless exercise. Have a burger instead 🍔
October 31, 2025 at 7:38 PM
Also don’t get the point of dressing up today. Totally pointless exercise. Have a burger instead 🍔
Thunderbolt and lightning.
October 31, 2025 at 7:35 PM
Thunderbolt and lightning.
Food Prices: Developments and Outlook papers.ssrn.com/sol3/papers.... #QuantLinkADay
October 31, 2025 at 1:03 PM
Food Prices: Developments and Outlook papers.ssrn.com/sol3/papers.... #QuantLinkADay
The Demand for Economic Narratives papers.ssrn.com/sol3/papers.... #QuantLinkADay
October 30, 2025 at 1:02 PM
The Demand for Economic Narratives papers.ssrn.com/sol3/papers.... #QuantLinkADay
FinCARE: Financial Causal Analysis with Reasoning and Evidence arxiv.org/abs/2510.20221 #QuantLinkADay
October 29, 2025 at 1:03 PM
FinCARE: Financial Causal Analysis with Reasoning and Evidence arxiv.org/abs/2510.20221 #QuantLinkADay
I'm not an equities guy.. but is the general gist, try to guess which company is going to do an annoucement with OpenAI and buy that?
October 28, 2025 at 1:11 PM
I'm not an equities guy.. but is the general gist, try to guess which company is going to do an annoucement with OpenAI and buy that?
Jump risk premia in the presence of clustered jumps arxiv.org/abs/2510.21297 #QuantLinkADay
October 28, 2025 at 1:00 PM
Jump risk premia in the presence of clustered jumps arxiv.org/abs/2510.21297 #QuantLinkADay
Aligning Multilingual News for Stock Return Prediction arxiv.org/abs/2510.19203 #QuantLinkADay
October 27, 2025 at 1:02 PM
Aligning Multilingual News for Stock Return Prediction arxiv.org/abs/2510.19203 #QuantLinkADay
Fusing Narrative Semantics for Financial Volatility Forecasting arxiv.org/abs/2510.20699 #QuantLinkADay
October 26, 2025 at 6:25 PM
Fusing Narrative Semantics for Financial Volatility Forecasting arxiv.org/abs/2510.20699 #QuantLinkADay
Monetary Policy, Uncertainty, and Communications papers.ssrn.com/sol3/papers.... #QuantLinkADay
October 25, 2025 at 12:03 PM
Monetary Policy, Uncertainty, and Communications papers.ssrn.com/sol3/papers.... #QuantLinkADay
Topology of Currencies: Persistent Homology for FX Co-movements: A Comparative Clustering Study arxiv.org/abs/2510.19306 #QuantLinkADay
October 24, 2025 at 12:02 PM
Topology of Currencies: Persistent Homology for FX Co-movements: A Comparative Clustering Study arxiv.org/abs/2510.19306 #QuantLinkADay
Comparing LLMs for Sentiment Analysis in Financial Market News arxiv.org/abs/2510.15929 #QuantLinkADay
Comparing LLMs for Sentiment Analysis in Financial Market News
This article presents a comparative study of large language models (LLMs) in the task of sentiment analysis of financial market news. This work aims to analyze the performance difference of these…
arxiv.org
October 23, 2025 at 12:31 PM
Comparing LLMs for Sentiment Analysis in Financial Market News arxiv.org/abs/2510.15929 #QuantLinkADay
The Price of Delay: Supply Chain Disruptions and Pricing Dynamics papers.ssrn.com/sol3/papers.... #QuantLinkADay
October 22, 2025 at 12:06 PM
The Price of Delay: Supply Chain Disruptions and Pricing Dynamics papers.ssrn.com/sol3/papers.... #QuantLinkADay
On Model Aggregation and Forecast Combination papers.ssrn.com/sol3/papers.... #QuantLinkADay
October 21, 2025 at 12:01 PM
On Model Aggregation and Forecast Combination papers.ssrn.com/sol3/papers.... #QuantLinkADay