Saeed Amen

Cuemacro

Founder

London

United Kingdom

Thalesians Ltd

Co-founder

SCHOLARLY PAPERS

3

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Top 28,932

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CROSSREF CITATIONS

6

Scholarly Papers (3)

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1.

Beta'em Up: What is Market Beta in FX?

Number of pages: 15 Posted: 23 May 2014
Saeed Amen
Cuemacro
Downloads 1,273 (22,414)
Citation 4

Abstract:

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foreign exchange, momentum, trend following, market beta, carry, PPP

2.

Implied Distributions from GBPUSD Risk-Reversals and Implication for Brexit Scenarios

Number of pages: 11 Posted: 14 Jun 2016
Iain Clark and Saeed Amen
Efficient Frontier Consulting Ltd and Cuemacro
Downloads 957 (33,832)
Citation 4

Abstract:

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Brexit, Foreign exchange, options, implied distributions, Breeden-Litzenberger

3.

Read All About It: Bloomberg News and Google Data to Trade Risk

Number of pages: 11 Posted: 23 May 2014
Saeed Amen
Cuemacro
Downloads 208 (201,948)

Abstract:

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foreign exchange, news analytics, Google Trends, Bloomberg News, systematic trading