Saeed
@saeedamenfx.bsky.social
FX quant macro/Python/burgers. Co-founder: Turnleaf Analytics forecasting inflation with ML. Founder: Cuemacro. Books: Trading Thalesians, Book of Alternative Data.
A simple measure of monetary policy transmission www.dallasfed.org/research/eco... #QuantLinkADay
December 19, 2025 at 4:21 PM
A simple measure of monetary policy transmission www.dallasfed.org/research/eco... #QuantLinkADay
In terms of yesterday's print, here's a way to look at the US CPI print (given no MoM, need to look at 2m changes or YoY changes with base effect). 1/n
December 19, 2025 at 4:16 PM
In terms of yesterday's print, here's a way to look at the US CPI print (given no MoM, need to look at 2m changes or YoY changes with base effect). 1/n
It's going to be an interesting year when it comes to US CPI. There's a ripple effect from this release. First, there's the impact of this print on the base. Second, it could impact seasonality over a longer period. Let's see!
December 19, 2025 at 4:15 PM
It's going to be an interesting year when it comes to US CPI. There's a ripple effect from this release. First, there's the impact of this print on the base. Second, it could impact seasonality over a longer period. Let's see!
Monitoring and Forecasting Food prices in the Euro Area papers.ssrn.com/sol3/papers.... #QuantLinkADay
December 18, 2025 at 1:01 PM
Monitoring and Forecasting Food prices in the Euro Area papers.ssrn.com/sol3/papers.... #QuantLinkADay
Impacts of Communication and Dot Plots on Interest Rates: the Case of Korea papers.ssrn.com/sol3/papers.... #QuantLinkADay
December 17, 2025 at 1:30 PM
Impacts of Communication and Dot Plots on Interest Rates: the Case of Korea papers.ssrn.com/sol3/papers.... #QuantLinkADay
Financial Market Effects of FOMC Communication: Evidence from a New Event-Study Database www.frbsf.org/research-and... #QuantLinkADay
December 16, 2025 at 4:31 PM
Financial Market Effects of FOMC Communication: Evidence from a New Event-Study Database www.frbsf.org/research-and... #QuantLinkADay
Higher Tariffs Might Have Created Headwinds to Employment Growth in 2025 www.kansascityfed.org/research/eco... #QuantLinkADay
December 15, 2025 at 1:36 PM
Higher Tariffs Might Have Created Headwinds to Employment Growth in 2025 www.kansascityfed.org/research/eco... #QuantLinkADay
Trading Volume and Monetary Policy Surprises papers.ssrn.com/sol3/papers.... #QuantLinkADay
December 13, 2025 at 1:00 PM
Trading Volume and Monetary Policy Surprises papers.ssrn.com/sol3/papers.... #QuantLinkADay
Trade Policy Surprises and U.S. Convenience Yields: Evidence from Prediction Markets papers.ssrn.com/sol3/papers.... #QuantLinkADay
December 12, 2025 at 1:01 PM
Trade Policy Surprises and U.S. Convenience Yields: Evidence from Prediction Markets papers.ssrn.com/sol3/papers.... #QuantLinkADay
They should tokenise books.. they could call them book tokens, right?
December 11, 2025 at 5:53 PM
They should tokenise books.. they could call them book tokens, right?
Dispersion of the CPI across US Cities: The Role of Housing Components in Recent Decades papers.ssrn.com/sol3/papers.... #QuantLinkADay
December 11, 2025 at 1:00 PM
Dispersion of the CPI across US Cities: The Role of Housing Components in Recent Decades papers.ssrn.com/sol3/papers.... #QuantLinkADay
Default and Interest Rate Shocks: Renegotiation Matters www.minneapolisfed.org/research/sr/... #QuantLinkADay
December 10, 2025 at 3:36 PM
Default and Interest Rate Shocks: Renegotiation Matters www.minneapolisfed.org/research/sr/... #QuantLinkADay
Probabilistic intraday electricity price forecasting using generative machine learning papers.ssrn.com/sol3/papers.... #QuantLinkADay
December 9, 2025 at 1:00 PM
Probabilistic intraday electricity price forecasting using generative machine learning papers.ssrn.com/sol3/papers.... #QuantLinkADay
What's a good exercise to do, if you can't run for the time being (and love running!)? I'm trying swimming, but I just can't get into it!
December 9, 2025 at 10:48 AM
What's a good exercise to do, if you can't run for the time being (and love running!)? I'm trying swimming, but I just can't get into it!
Exchange Rate Regime Flexibility and Firms' Employment papers.ssrn.com/sol3/papers.... #QuantLinkADay
December 8, 2025 at 1:00 PM
Exchange Rate Regime Flexibility and Firms' Employment papers.ssrn.com/sol3/papers.... #QuantLinkADay
Beyond Automation: Redesigning Jobs with LLMs to Enhance Productivity arxiv.org/pdf/2512.05659 #QuantLinkADay
December 8, 2025 at 9:39 AM
Beyond Automation: Redesigning Jobs with LLMs to Enhance Productivity arxiv.org/pdf/2512.05659 #QuantLinkADay
Semantic Faithfulness and Entropy Production Measures to Tame Your LLM Demons and Manage Hallucinations arxiv.org/abs/2512.05156 #QuantLinkADay
December 8, 2025 at 9:35 AM
Semantic Faithfulness and Entropy Production Measures to Tame Your LLM Demons and Manage Hallucinations arxiv.org/abs/2512.05156 #QuantLinkADay
When does Monetary Policy Matter? Policy Stance vs. Term Premium News papers.ssrn.com/sol3/papers.... #QuantLinkADay
December 5, 2025 at 1:00 PM
When does Monetary Policy Matter? Policy Stance vs. Term Premium News papers.ssrn.com/sol3/papers.... #QuantLinkADay
FX Market Making with Internal Liquidity arxiv.org/abs/2512.04603 #QuantLinkADay
December 5, 2025 at 10:16 AM
FX Market Making with Internal Liquidity arxiv.org/abs/2512.04603 #QuantLinkADay
The Predictability of Global Monetary Policy Surprises www.bostonfed.org/publications... #QuantLinkADay
December 3, 2025 at 1:01 PM
The Predictability of Global Monetary Policy Surprises www.bostonfed.org/publications... #QuantLinkADay
Inflation narratives and expectations www.ecb.europa.eu/pub/pdf/scpw... #QuantLinkADay
December 2, 2025 at 1:00 PM
Inflation narratives and expectations www.ecb.europa.eu/pub/pdf/scpw... #QuantLinkADay
More Is More: Leveraging Missing Data in Commercial Real Estate with Machine Learning papers.ssrn.com/sol3/papers.... #QuantLinkADay
December 1, 2025 at 1:01 PM
More Is More: Leveraging Missing Data in Commercial Real Estate with Machine Learning papers.ssrn.com/sol3/papers.... #QuantLinkADay
Credit-Market Sentiment: Estimation and Macroeconomic Implications papers.ssrn.com/sol3/papers.... #QuantLinkADay
November 30, 2025 at 10:21 PM
Credit-Market Sentiment: Estimation and Macroeconomic Implications papers.ssrn.com/sol3/papers.... #QuantLinkADay
Retail inventories and inflation dynamics: The price margin channel www.federalreserve.gov/econres/ifdp... #QuantLinkADay
November 30, 2025 at 10:20 PM
Retail inventories and inflation dynamics: The price margin channel www.federalreserve.gov/econres/ifdp... #QuantLinkADay
Large Moves in the Foreign Exchange Market papers.ssrn.com/sol3/papers.... #QuantLinkADay
November 28, 2025 at 1:00 PM
Large Moves in the Foreign Exchange Market papers.ssrn.com/sol3/papers.... #QuantLinkADay