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
Leaves OER & rent, which are roughly half of what you'd expect vs past 12m (was a zero for Oct?) - if we adjust for this suggests headline CPI +12bp higher, so around 2.9% rounded. 3/n
December 19, 2025 at 4:17 PM
Leaves OER & rent, which are roughly half of what you'd expect vs past 12m (was a zero for Oct?) - if we adjust for this suggests headline CPI +12bp higher, so around 2.9% rounded. 3/n
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
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
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
The Macroeconomics of Media Slant papers.ssrn.com/sol3/papers.... #QuantLinkADay
November 27, 2025 at 5:16 PM
The Macroeconomics of Media Slant papers.ssrn.com/sol3/papers.... #QuantLinkADay
Re(Visiting) Time Series Foundation Models in Finance arxiv.org/abs/2511.18578 #QuantLinkADay
November 26, 2025 at 1:00 PM
Re(Visiting) Time Series Foundation Models in Finance arxiv.org/abs/2511.18578 #QuantLinkADay
Narratives to Numbers: Large Language Models and Economic Policy Uncertainty arxiv.org/abs/2511.17866 #QuantLinkADay
November 25, 2025 at 1:00 PM
Narratives to Numbers: Large Language Models and Economic Policy Uncertainty arxiv.org/abs/2511.17866 #QuantLinkADay
I wrote about my takeaways from the recent @QuantMinds conference.. a lot on AI! Link to the full article is in the next tweet..
November 24, 2025 at 3:54 PM
I wrote about my takeaways from the recent @QuantMinds conference.. a lot on AI! Link to the full article is in the next tweet..