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It seems to me ,that they mean the same thing.

Am I right or not ?

Thanks, for your help
Comments  
Not necessarily.

'speaking of which' would relate to the current subject/person under discussion.

'by the way' might be uttered to introduce a topic which has no revelance to the current topic under discussion but something said during that discussion reminded the person of something else.

HotWombat
GtivanIt seems to me ,that they mean the same thing.

Am I right or not ?

Thanks, for your help