Please note that this event will take place IN PERSON on Friday, 24 October, 2025 in London at 6pm London time (1pm New York time).
In collaboration with Imperial College MathSoc!
Full title: Systematically trading machine readable news data, inflation and Fed communications
Speaker: Saeed Amen
Abstract: News has always been an important driver for financial markets. Here we look at machine readable news from the perspective of systematic traders. We examine how we can create systematic trading signals using Reuters News machine readable data for FX. We also show how adding Turnleaf Analytics inflation forecast data can be used to compliment news based signals. Later, we examine the text from Fed communications, and in particular using these texts to generate systematic trading signals for UST 10Y futures.
Venue: Huxley Building, Imperial College London, 180 Queen's Gate, South Kensington, London SW7 2AZ
Biography: Saeed Amen is the co-founder of Turnleaf Analytics and the founder of Cuemacro. Over the past fifteen years, Saeed Amen has developed systematic trading strategies at major investment banks including Lehman Brothers and Nomura. He is also the author of Trading Thalesians: What the ancient world can teach us about trading today (Palgrave Macmillan) and is the coauthor of The Book of Alternative Data (Wiley). Turnleaf Analytics generates forecasts for inflation using machine learning and alternative data. He has developed many Python libraries including finmarketpy and tcapy for transaction cost analysis. He has presented his work at many conferences and institutions which include the ECB, IMF, Bank of England and Federal Reserve Board. He is also a visiting lecturer at Queen Mary University of London and a co-founder of the Thalesians.
Links: Turnleaf Analytics: https://turnleafanalytics.com/
