Research Papers

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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 – Read the Signals: Using machine-readable news from the Financial Times to understand macro markets – 17 Nov 2021 (download) – Cuemacro/FT
  • S. Amen – Quantifying politics: Applying Thorfinn political indices to trade macro assets – 01 Jul 2021 (download) – Cuemacro/Thorfinn
  • S. Amen – Political market making: Trading financial markets using Thorfinn political indices – 26 Jun 2020 (download) – Cuemacro/Thorfinn
  • S. Amen – Going with the FX flow: Using CLS flow data to understand and trade FX spot – 10 May 2019 (download) – Cuemacro/CLS
  • 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 – Aug 2021 (link) – Wiley
  • S. Amen – Trading Thalesians – What the ancient world can teach us about trading today – Nov 2014 (link) – Palgrave Macmillan

Book Chapters

  • S. Amen, I. Clark – Big Data and Machine Learning in Quantitative Investment – Feb 2019 (link) – chapter on Big Data in macro trading – Wiley
  • S. Amen – Handbook of Sentiment Analysis in Finance – May 2016 (link) – chapter on trading FX & bonds using RavenPack news data – Unicom
  • S. Amen, G. Kendrick – Handbook of Exchange Rates – Jul 2012 (link) – chapter on FX beta by Saeed Amen – Wiley