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.
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
Panel on quant credit, taken a while to get here vs quant equity, largely because of liquidity (even now need to combine multiple datasets to understand liquidity) @QuantMinds
November 19, 2025 at 9:44 AM
Panel on quant credit, taken a while to get here vs quant equity, largely because of liquidity (even now need to combine multiple datasets to understand liquidity) @QuantMinds
Discussing alt data, alpha decay is becoming quicker, LLMs can be useful (but point in time) and also computation costs can spiral when using for 1000s of assets/prompts @QuantMinds
November 19, 2025 at 9:06 AM
Discussing alt data, alpha decay is becoming quicker, LLMs can be useful (but point in time) and also computation costs can spiral when using for 1000s of assets/prompts @QuantMinds
Barney Rowe, Fidelity International, discussing combining quantitative factors with discretionary alpha capture, needs to be stable in terms of time and not massive impact from small changes inputs @QuantMinds
November 18, 2025 at 4:52 PM
Barney Rowe, Fidelity International, discussing combining quantitative factors with discretionary alpha capture, needs to be stable in terms of time and not massive impact from small changes inputs @QuantMinds
Raphael Douady talking about AI in financial markets and the various steps to solve a problem @QuantMinds
November 18, 2025 at 4:13 PM
Raphael Douady talking about AI in financial markets and the various steps to solve a problem @QuantMinds
Adrian Zymolka and Alan Langworthy @SimCorp talking about fixed income risk models, and adding a credit component @QuantMinds
November 18, 2025 at 2:24 PM
Adrian Zymolka and Alan Langworthy @SimCorp talking about fixed income risk models, and adding a credit component @QuantMinds
Central Bank Access and Flight to Safety www.federalreserve.gov/econres/feds... #QuantLinkADay
November 18, 2025 at 1:01 PM
Central Bank Access and Flight to Safety www.federalreserve.gov/econres/feds... #QuantLinkADay
Discussion on crypto with Richard Turner & Carol Alexander, crypto is not going away @QuantMinds
November 18, 2025 at 12:57 PM
Discussion on crypto with Richard Turner & Carol Alexander, crypto is not going away @QuantMinds
Trevor Williams talking about geopolitics, and the slowdown in world population growth and aging @QuantMinds
November 18, 2025 at 11:40 AM
Trevor Williams talking about geopolitics, and the slowdown in world population growth and aging @QuantMinds
Hamza Mian talking about how on a CPU addition is not associative (very small differences) @QuantMinds
November 18, 2025 at 10:38 AM
Hamza Mian talking about how on a CPU addition is not associative (very small differences) @QuantMinds
Discussion around allocation in 2025, SPX at all time high, concentrated index, demand for quant strats for diversification with Hamza Bahaji @Amundi_ENG and Aous Labbane @QuantMinds
November 18, 2025 at 10:13 AM
Discussion around allocation in 2025, SPX at all time high, concentrated index, demand for quant strats for diversification with Hamza Bahaji @Amundi_ENG and Aous Labbane @QuantMinds
Nice talk from Alexander Sokol on the psychology of AI models, how they display similar cognitive biases as humans (and display similar results when asked Kahneman style experiments) @QuantMinds
November 18, 2025 at 9:37 AM
Nice talk from Alexander Sokol on the psychology of AI models, how they display similar cognitive biases as humans (and display similar results when asked Kahneman style experiments) @QuantMinds
Interesting panel on AI with quants, gist is useful for helpful for coding but can also do the discovery.. but don’t want to get replaced! @QuantMinds
November 18, 2025 at 9:14 AM
Interesting panel on AI with quants, gist is useful for helpful for coding but can also do the discovery.. but don’t want to get replaced! @QuantMinds
ETFs were initially about equities, then later fixed income, commodities etc. then in 2008 came first active ETF (from Bear Sterns), Deborah Fuhr @QuantMinds
November 17, 2025 at 5:39 PM
ETFs were initially about equities, then later fixed income, commodities etc. then in 2008 came first active ETF (from Bear Sterns), Deborah Fuhr @QuantMinds
Erik Vynckier discussing decarbonisation through scope 1-2-3 emissions trading @QuantMinds
November 17, 2025 at 4:50 PM
Erik Vynckier discussing decarbonisation through scope 1-2-3 emissions trading @QuantMinds
Discussion on cross asset portfolio construction, importance of having a cross asset view of stress scenario etc. @QuantMinds
November 17, 2025 at 4:20 PM
Discussion on cross asset portfolio construction, importance of having a cross asset view of stress scenario etc. @QuantMinds
Chris Commack talking about impacts of climate risk and how to fund it @QuantMinds
November 17, 2025 at 3:08 PM
Chris Commack talking about impacts of climate risk and how to fund it @QuantMinds