Research

page_research

Our publishing effort is headed by Saeed Amen, drawing on nearly 15 years of his experience creating and later running FX systematic trading models with proprietary capital at major investment banks. He writes bespoke research for clients. Below is a sample of some of the research he has written/contributed to.

Selected Papers

  • S. Amen – Robo-news reader: Using machine-readable Bloomberg News data to trade FX – 2 Jan 2018 (download) – Cuemacro/Bloomberg
  • I. Clark, S.Amen – Implied Distributions from GBPUSD Risk-Reversals and Implication for Brexit Scenarios – 4 Jul 2017 (download) – MDPI
  • S. Amen – Trading Anxiety: Using Investopedia’s proprietary dataset to trade risk – 13 Sep 2016 (download) – Cuemacro/Investopedia
  • S. Amen – Beta’em Up: What is Market Beta in FX? – 30 Aug 2013 (download) – SSRN

Books

  • A. Denev, S. Amen – The Book of Alternative Data – forthcoming 2020 – Wiley
  • S. Amen – Trading Thalesians – What the ancient world can teach us about trading today – Nov 2014 (Amazon) – Palgrave Macmillan

Book Chapters

  • Coming soon!