Seeking the cues in macro markets. What are the signals we can use to trade macro markets? Cuemacro is a company focused on understanding macro markets from a quantitative perspective, in particular currency markets. Our goal is understand how data can be used to deepen understanding of macro markets. We use both existing and innovative data sources to create systematic trading strategies, analytics and data indices. We build our analytics using Python and our open source libraries chartpy, findatapy and finmarketpy. We offer several services for clients which include:


  • Data Products / Creating exciting new datasets for clients to improve their own trading decisions and understand financial markets better
  • Research Consulting / Writing bespoke quant research papers and developing bespoke models for clients
  • Monetising Data / Helping data companies and corporate institutions monetise their datasets through research and marketing services
  • Software / Developing bespoke market analytics to be deployed on clients systems, building on our open source Python frameworks, including for backtesting, visualisation and TCA.

Why the name Cuemacro?

Cue is defined as “a thing said or done that serves as a signal to an actor or other performer to enter or to begin their speech or performance.” In a trading context, market participants seek to understand the cues to enter into a trade. We seek to find these signals. Given our focus on macro markets, it was natural to put the two ideas to name our company Cuemacro.

Cuemacro Team


Saeed Amen is the founder of Cuemacro. Over the past decade, Saeed Amen has developed systematic trading strategies at major investment banks including Lehman Brothers and Nomura. He is also the author of Trading Thalesians: What the ancient world can teach us about trading today (Palgrave Macmillan). Through Cuemacro, he now consults and publishes research for clients in the area of systematic trading. He has developed many popular open source Python libraries including finmarketpy. His clients have included major quant funds and data companies such as Bloomberg. He has presented his work at many conferences and institutions which include the IMF, Bank of England and Federal Reserve Board. He is also a co-founder of the Thalesians.


Shih-Hau Tan works as a quant consultant at Cuemacro. He used to work as a researcher focusing on computational finance and GPU computing for the ITN-STRIKE Marie Curie project sponsored by the European Union, and finished his PhD in Mathematics at the University of Greenwich. Currently he is focusing on developing open source Python libraries, high performance computing and deep learning in finance.


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