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.
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
Sanae Houradi @HSBC talking about harvesting vol risk premia through short dated SPX weekly options, typically higher Sharpe than using longer dated (albeit with drawdowns historically) @QuantMinds
November 17, 2025 at 2:28 PM
Sanae Houradi @HSBC talking about harvesting vol risk premia through short dated SPX weekly options, typically higher Sharpe than using longer dated (albeit with drawdowns historically) @QuantMinds
Tail risk panel, different views in definition, but was suggested 20pc fall in SPX could define one. Also how to construct a tail risk portfolio, trying to find cheapest hedges, whilst thinking about basis risk @QuantMinds
November 17, 2025 at 1:44 PM
Tail risk panel, different views in definition, but was suggested 20pc fall in SPX could define one. Also how to construct a tail risk portfolio, trying to find cheapest hedges, whilst thinking about basis risk @QuantMinds
Reasoning on Time-Series for Financial Technical Analysis arxiv.org/abs/2511.08616 #QuantLinkADay
November 17, 2025 at 1:01 PM
Reasoning on Time-Series for Financial Technical Analysis arxiv.org/abs/2511.08616 #QuantLinkADay
Luiz Silva @DeutscheBank discussing how to create sentiment scores for individual assets using weighting for topics depending upon looking at impact of news volume for asset volatility @QuantMinds
November 17, 2025 at 12:12 PM
Luiz Silva @DeutscheBank discussing how to create sentiment scores for individual assets using weighting for topics depending upon looking at impact of news volume for asset volatility @QuantMinds
Vivek Anand @DeutscheBank talking about news sentiment for trading in tandem with risk barometers, and positioning & flow, as well as using news as a way to explain market moves @QuantMinds
November 17, 2025 at 11:51 AM
Vivek Anand @DeutscheBank talking about news sentiment for trading in tandem with risk barometers, and positioning & flow, as well as using news as a way to explain market moves @QuantMinds
Samin Alnajafi @CoreWeave talking about the importance of tracking everything/reproducibility when building ML models @QuantMinds
November 17, 2025 at 11:21 AM
Samin Alnajafi @CoreWeave talking about the importance of tracking everything/reproducibility when building ML models @QuantMinds
Alan Zaccone @CoreWeave discussing their cloud stack with GPUs for clients @QuantMinds
November 17, 2025 at 11:11 AM
Alan Zaccone @CoreWeave discussing their cloud stack with GPUs for clients @QuantMinds
Quant stack of the future @QuantMinds with Nicole Konigstein, Federico Fontana & Alisa Rusanoff, discussion includes point that more of the “plumbing” will likely be outsourced
November 17, 2025 at 11:08 AM
Quant stack of the future @QuantMinds with Nicole Konigstein, Federico Fontana & Alisa Rusanoff, discussion includes point that more of the “plumbing” will likely be outsourced
How might artificial intelligence affect Texas’ good jobs? www.dallasfed.org/cd/communiti... #QuantLinkADay
November 16, 2025 at 1:00 PM
How might artificial intelligence affect Texas’ good jobs? www.dallasfed.org/cd/communiti... #QuantLinkADay
Forecasting US Recessions in Real-Time Using Regional Economic Sentiment www.clevelandfed.org/publications... #QuantLinkADay
November 15, 2025 at 7:30 PM
Forecasting US Recessions in Real-Time Using Regional Economic Sentiment www.clevelandfed.org/publications... #QuantLinkADay
From Servers to Rates papers.ssrn.com/sol3/papers.... #QuantLinkADay
November 14, 2025 at 1:30 PM
From Servers to Rates papers.ssrn.com/sol3/papers.... #QuantLinkADay
We got in the FT today in the Monetary Policy Radar in an article by @joelsuss.ft.com discussing where alt data suggests Oct US inflation was - read the article in the link in next tweet!
November 13, 2025 at 5:06 PM
We got in the FT today in the Monetary Policy Radar in an article by @joelsuss.ft.com discussing where alt data suggests Oct US inflation was - read the article in the link in next tweet!
The LLM Pro Finance Suite: Multilingual Large Language Models for Financial Applications arxiv.org/abs/2511.08621 #QuantLinkADay
November 13, 2025 at 3:40 PM
The LLM Pro Finance Suite: Multilingual Large Language Models for Financial Applications arxiv.org/abs/2511.08621 #QuantLinkADay
Forecasting implied volatility surface with generative diffusion models arxiv.org/abs/2511.07571 #QuantLinkADay
November 12, 2025 at 2:19 PM
Forecasting implied volatility surface with generative diffusion models arxiv.org/abs/2511.07571 #QuantLinkADay
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