Financial Engineering Workshop - Saeed Amen (Cuemacro)

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Workshop

Wed, Nov 6, 2019

6:10 PM – 7:15 PM (GMT+0)

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Bayes Business School, 106 Bunhill Row
2005

106 Bunhill Row, London EC1Y 8TZ, UK

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Saeed Amen is the founder of Cuemacro, a company focused on understanding macro markets from a quantitative perspective. He will be giving a seminar titled "Using alternative data to generate alpha" on Wednesday 6th November from 18:10 - 19:15. 

In this talk, we shall introduce the topic of alternative data. We discuss how to value these datasets and some of the challenges involved. We introduce how to use natural language processing to structure text based to make it easier to use within the investment process. We go through a number of alternative data use cases. These include using FOMC communications to understand moves in bond yields. We also examine using satellite imagery to understand EPS for retailers. We show to use news text to trade FX and understand volatility around FOMC and ECB events.

Light Refreshments will be available from 17:40 onwards.

Where

Bayes Business School, 106 Bunhill Row
2005

106 Bunhill Row, London EC1Y 8TZ, UK