Press

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Over the past few years, our work deciphering financial markets has been cited on a number of occasions in the press, including in the Financial Times (FT) and Wall Street Journal (WSJ), which we list here, as well as on Bloomberg TV. We have also given a number of presentations at conferences both for academia and industry, listed at the end. If you’d be interested in me presenting at your conference, let me know!

Press references to Saeed Amen’s research

Selected presentations by Saeed Amen

  • May 2017 – Global Derivatives Europe – Barcelona – Using Python to analyse financial markets
  • Apr 2017 – Quantopian – NYC – FX beta and Python in markets
  • Mar 2017 – Quant.it – Venice – Big data in macro markets
  • Mar 2017 – Newsweek AI data – London – Open source & analysing markets with Python
  • Feb 2017 – The Thalesians – London – Analysing markets with Python
  • Oct 2016 – University of Greenwich – Analysing markets with Python
  • May 2016 – Global Derivatives – Budapest – Building a CTA
  • Sep 2015 – Federal Reserve Board – Washington DC – Big data & vol around events
  • Jul 2015 – Bank of England – London – Big data & vol around events
  • Nov 2013 – University of Greenwich – London – Event vol add-ons in FX implied vol
  • Mar 2012 – MathFinance – Frankfurt – Gold

Books