Author: Saeed Amen

Modelling market behaviour

Life is complicated. It’s perhaps for that reason that philosophers have mused about the world for millennia. How do mathematicians deal with this complexity we encounter in the world? They seek to simplify it. By breaking down problems into their constituent parts, they become more tractable and solvable, and something that we might be able to…

A cynic & valuation in FX

I remember (many) years ago, being asked at a graduate job interview at Lehman Brothers, what is the price of an asset? I somewhat stumbled around for a few minutes pontificating searching for a few coherent words which could be jumbled up into the sentence. I have no precise recollection of what I replied. I do however remember…

FT Festival of Finance

(Above) Peter Praet, Chief Economist, ECB   Each July, Camp Alphaville descends on London, an eclectic finance conference discussing topics ranging from macroeconomics to fintech to the music industry. It also provides a focal point for the Twitter finance community to meet in real life, where conversations are not confined to 140 characters at a time.…

Macro markets after Brexit

Watching the price action during Thursday evening brought back memories of the Lehman bankruptcy. This was especially true when observing GBP. A move in any currency of 10% within a short period is highly unusual, with GBP/USD moving from a high of 1.50 to a low of 1.32. In a paper, by Iain Clark and myself,…

Brexit expectations

I kind of like burgers. Yes, it’s true. (Please do bear with me, there will be a pertinent market related point to his discussion, by the next paragraph). I also would speculate that most people like burgers. Admittedly, this is a broad generalisation. However, for the sake of our example, we’ll simply make that assumption. However, perhaps the more…

Cuemacro’s goals

I am very happy to say that we have established Cuemacro! The company grows out of my work over the past decade to decipher currency markets and more broadly macro markets. Over the coming weeks and months, I hope to put more content on this website related to quantitative techniques applied to macro markets and…