Innovative quant insights
In late 2013, we started publishing quant strategy notes. Our effort is headed by Saeed Amen, drawing on nearly a decade of his experience creating and later running FX systematic trading models with proprietary capital at major investment banks. If you are interested in purchasing a subscription for the notes, please contact firstname.lastname@example.org. Trials are available for a limited period. The notes are for professional investors only. Both subscriptions and individual papers are now available to buy from RSRCHXchange - the marketplace for institutional research
To celebrate the launch of our consulting service, we have made our first published paper available to download Beta'm up - What is market beta in FX?
All these publications are available to buy for institutional investors through Thalesians subscriptions (or on an individual paper basis) from RSRCHXchange - the marketplace for institutional research. Full versions of sponsored papers are available for free to institutional investors on request to email@example.com
- 18 Apr 2016 - Python for being economical - Using PyThalesians to analyse economic data
- 13 Apr 2016 - Rating FX - Using rates to trade FX with Thalesians FX rates model
- 21 Mar 2016 - Where trend come to carry - Using total returns or spot in FX trend signals
- 09 Mar 2016 - Inflated worth - Understanding asset prices through inflation
- 29 Feb 2016 - Sunshine currency state - Our thoughts from TradeTech FX USA
- 02 Feb 2016 - Slick stuff - Crude oil as a product of supply & demand
- 19 Jan 2016 - Alpha capture - the FX initiative - Diversify CTA strategies with TIM Group alpha capture (sponsored by TIM Group) get abridged version here
- 04 Jan 2016 - Peg-static - Quant look at USD/SAR peg
- 17 Dec 2015 - twentysixteen - A year of inflexion
- 02 Dec 2015 - S-Dr Reserved - Do SDR weight changes predict FX moves?
- 23 Nov 2015 - Python for a trend - Using PyThalesians
- 10 Nov 2015 - Cross market hiking - How do different assets react
- 27 Oct 2015 - Risk Parity like it’s 1999 - Vol targeting for CTAs
- 12 Oct 2015 - East Coast-ing - Quant thoughts from USA & France
- 18 Sep 2015 - The age of the Fikings - CTAs at the start of Fed hiking cycles
- 07 Sep 2015 - A VIXing Situation - Trading VIX futures
- 25 Aug 2015 - Tropic Funder - How do G10 funders and high yielders behave during risk off?
- 12 Aug 2015 - Fragile China - How have markets reacted to USD/CNY revals?
- 23 Jul 2015 - Realpolitik - Trading EMFX using political indicators
- 14 Jul 2015 - Dove in the deep end - Using text analysis of central banks to trade FX (sponsored by Prattle) get abridged version here
- 27 Jun 2015 - Greferendum di da - What happened in similar historical situations?
- 25 Jun 2015 - Donald DAX - Trading cross asset DAX & Nikkei with FX
- 08 Jun 2015 - Greek to me - Understanding how Greek news impacts EUR/USD
- 26 May 2015 - Holland Ahead - Our quant thoughts from Global Derivatives 2015 (sponsored by ICBI)
- 14 May 2015 - Where trends don't fear to trend - Understanding CTA returns using Thalesians CTA index
- 27 Apr 2015 - How to build a CTA - Creating a proxy for CTA funds
- 09 Apr 2015 - Once upon an intraday - Understanding FX intraday markets
- 16 Mar 2015 - My kingdom for a vote - The definitive quant guide to the UK general election
- 06 Mar 2015 - Heard it on the payrolls gamma vine - FX gamma trading around payrolls
- 09 Feb 2015 - αlphascope light - Thoughts from Geneva quant investment conference
- 02 Feb 2015 - Tweeting happy markets - Does happiness move markets?
- 20 Jan 2015 - Bond over Big Data - Trading bond futures (& FX) with RavenPack news data (sponsored by RavenPack)
- 05 Jan 2015 - Draghi-ng out the meeting - Systematic trading handbook for ECB meetings
- 17 Dec 2014 - Market Fed hike-ups? - Lessons from 2014 & thoughts for 2015 in markets
- 03 Dec 2014 - Got milk? - How does NZD/USD behave around milk auctions?
- 24 Nov 2014 - Quant thoughts from Chicago: trading in a cold climate - A summary of Global Derivatives USA
- 05 Nov 2014 - Flash people - A short introduction to high frequency trading
- 24 Oct 2014 - Vol's at a premium - Understanding patterns in FX volatility
- 09 Oct 2014 - Just a minute - How does the market react to FOMC minutes?
- 15 Sep 2014 - Fed up of vol? - Understanding pricing of Fed meetings in FX vol market
- 02 Sep 2014 - Carry the news trade - Filtering FX carry using RavenPack news analytics (sponsored by RavenPack)
- 21 Aug 2014 - Jackson Hole in one - Historical market moves during Jackson Hole
- 12 Aug 2014 - Introducing the Thalesians TRaViC FX model - Creating a monthly G10 FX factor based model
- 22 Jul 2014 - UK Corale! - Exploring how to trade UK data releases with GBP/USD
- 02 Jul 2014 - Realise my volatility? - Does using 4pm fixing impact FX vol swaps?
- 16 Jun 2014 - That's news to me - Trading markets with Bloomberg News data
- 03 Jun 2014 - Jules Rimet still gleaming - Impact of World Cup on financial markets
- 23 May 2014 - Quant thoughts from Amsterdam: Less performance "clogs" - Includes our quant survey results
- 02 May 2014 - Seas-onal the day - Understanding seasonality in market volatility
- 23 Apr 2014 - Tues the day - Are there day of the week patterns in markets?
- 14 Apr 2014 - Gamma, gamma, gamma - Explaining gamma trading in FX markets
- 03 Apr 2014 - Tokyo-yo - Japanese market moves at the start of the fiscal year
- 25 Mar 2014 - Send it like Beckham - Hedge GBP risk for UK banker bonuses ex/importers
- 18 Mar 2014 - Survival of the month-est - Investigating intramonth market moves
- 11 Mar 2014 - Taking on risk at 4pm - Estimating cost of 4pm fix for market makers (featured in Wall Street Journal)
- 04 Mar 2014 - Correlation of the problem - Can we create a broad based USD trend signal?
- 25 Feb 2014 - Transaction time - how do transaction costs impact trend strategies
- 17 Feb 2014 - Holiday in the currency (& equity) sun - What is the impact of holidays on FX & S&P500?
- 11 Feb 2014 - Trend is not your enemy - ideas to filter trend based trading
- 04 Feb 2014 - Consensus-ing fear - What happens to start of the year moves in FX
- 28 Jan 2014 - Surprise me! - Examining growth surprise indices
- 20 Jan 2014 - Rate check - using relative rates to trade FX
- 14 Jan 2014 - Forecasting a spell - How accurate are quarterly consensus FX forecasts?
- 07 Jan 2014 - Matters maketh man - Does price action in the first week of the year matter?
- 03 Jan 2014 - When it rolls, it payrolls - Trading payrolls with USD/JPY
- 16 Dec 2013 - The T-word was no longer Treasuries - Lessons from 2013 & thoughts for 2014 in markets
- 09 Dec 2013 - Employee of the month - Patterns in monthly returns across the markets
- 03 Dec 2013 - What you implying? - Using implied vol to trade cash
- 29 Nov 2013 - Lifestyle before wicket - Do Ashes test matches impact intraday vol in AUD/USD?
- 25 Nov 2013 - A windy, Empire city state of mind - Quant thoughts from New York and Chicago
- 18 Nov 2013 - Wrapping up the books - Investigating price action in December
- 11 Nov 2013 - Risky volatility business - Trading markets using the volatility risk premium
- 04 Nov 2013 - What's in an event - Understanding FX implied vol event add-ons
- 29 Oct 2013 - It is the season - Seasonality in major markets
- 21 Oct 2013 - A rebalancing act - A cross-asset month end flow style model
- 15 Oct 2013 - Thalesian in a China shop - Using Chinese data to trade Asian FX and stocks
- 08 Oct 2013 - How long’s a piece of trend? - Which parts of a trend are most profitable in FX?
- 01 Oct 2013 - I’ll be back (after US government shutdown) - Markets in previous US government shutdowns
- 30 Sep 2013 - Dr Copper - The relationship between copper and other markets
- 26 Sep 2013 - Hedge Way - Understanding flows related to currency hedging
- 20 Sep 2013 - Better taper than never? - Impact of changes in bond yields on FX strategies
- 16 Sep 2013 - School's out for Summers - Price action around Fed meetings and new appointees
- 11 Sep 2013 - Stop! - What are best, closing, trailing or intraday stops?
- 04 Sep 2013 - Mind the gap - Are weekend moves reversed in the following week?
- 03 Sep 2013 - Read all about it - Bloomberg News and Google data to trade risk
- 30 Aug 2013 - Beta'm up - What is market beta in FX?
List of published gold notes (paid subscription only)
- 24 Sep 2013 - Golden times? - Discussing gold in the context of rates and flows
We offer a range of quant packages to access our services, all of which offer cost effective way of bringing quant trading insights to your institution. We offer a customisable mix of consulting and quant note subscriptions to suit all clients. We also offer a bronze subscription which gives professional investors access to shortened versions of our quant notes on a complimentary basis (ask for conditions).
|Diamond Package||Platinum Package||Palladium Package||Gold Package|
|Bespoke consulting projects||on agreement / on-site||on agreement / on-site||on agreement / off-site||no|
|Bespoke trading algorithms via code/spreadsheet||on agreement||on agreement||on agreement||no|
|Quant notes per year||24 (min)||none||24 (min)||24 (min)|
|Cost per month (GBP)||competitive!||competitive!||competitive!||competitive!|
- This page was last modified on 6 May 2016, at 15:12.
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