About

The Thalesians are a think tank of dedicated professionals with an interest in quantitative finance, economics, mathematics, physics and computer science, not necessarily in that order.

We were founded in 2008, by Paul Bilokon, Matthew Dixon and Saeed Amen (my bio). For bios of our of founders and our advisory board, please visit thalesians.com. Since our founding we have regularly run quant talks in London, New York, San Francisco and Budapest. In late 2013, we also started offering quant trading consultancy services and research in the same area.

About the Thalesians quant consulting and research

We have expertise in systematic trading built on a decade of Saeed's experience in the area at Lehman Brothers, Nomura and now at the Thalesians. We can built bespoke systematic trading models to clients' specifications and can also supply bespoke quant analysis of markets. We also regularly publish quant research to our subscribers. Contact us for more details!

About the blog

The Thalesians blog is focused mostly towards quant finance (in particular systematic trading) and also macro, with a focus on currency markets. It does not provide investment advice. There are also occasional posts on other topics.

Blogging Team

Saeed Amen

Saeed Amen is a Managing Director and a Co-founder at Thalesians Ltd.

Saeed is currently publishing ground-breaking quant strategy notes at Thalesians Ltd., drawing upon nearly a decade of experience both creating and running systematic trading models successfully with real cash. Independently, he is also a systematic FX trader, running a proprietary trading book trading liquid G10 FX. He is currently also writing a book on trading which is due to be published by Palgrave Macmillan (preliminary title: Trading Thalesians - What the ancient world can teach us about trading today)

Saeed started his career at Lehman Brothers. He worked on the FX desk developing systematic trading models for both G10 and EM and was part of the team who developed the MarQCuS suite of models. He was also responsible for a systematic FX prop trading book and conducted research around high frequency FX including economic events. Later he was at Nomura as an Executive Director in Quantitative Strategy, also in FX, developing their model infrastructure and also running systematic FX prop risk. He graduated from Imperial College with a first class honours master's degree in Mathematics and Computer Science.