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Harbourfront Technologies

Capturing Volatility Risk Premium Using Butterfly Option Strategies

The volatility risk premium is a well-researched topic in the literature. However, less attention has been given to specific techniques for…

23h ago

Capturing Volatility Risk Premium Using Butterfly Option Strategies

23h ago

Understanding Mean Reversion to Enhance Portfolio Performance

How Mean Reversion Shapes Market Dynamics and Trading Strategies

Mar 3

Understanding Mean Reversion to Enhance Portfolio Performance

Mar 3

Volatility Risk Premium: The Growing Importance of Overnight and Intraday Dynamics

The breakdown of the volatility risk premium into overnight and intraday sessions is an active and emerging area of research. It holds not…

Feb 24

Volatility Risk Premium: The Growing Importance of Overnight and Intraday Dynamics

Feb 24

Exploring Credit Risk: Its Influence on Equity Strategies and Risk Management

How credit risk impacts investment strategies in the equity market and how to hedge credit risk

Feb 17

Exploring Credit Risk: Its Influence on Equity Strategies and Risk Management

Feb 17

Hedging Efficiently: How Optimization Improves Tail Risk Protection

How to overcome the drawback of traditional tail risk hedging strategies

Feb 12

Hedging Efficiently: How Optimization Improves Tail Risk Protection

Feb 12

Momentum Strategies: Profitability, Predictability, and Risk Management

Revisiting Momentum Strategies: Profitability in Evolving Market Conditions

Feb 4

Momentum Strategies: Profitability, Predictability, and Risk Management

Feb 4

The Predictive Power of Dividend Yield in Equity Markets

How Dividend Yield Impacts Stock Volatility and Future Returns

Feb 1

The Predictive Power of Dividend Yield in Equity Markets

Feb 1

Monte Carlo Simulations: Pricing Weather Derivatives and Convertible Bonds

How the Monte Carlo method is used in pricing weather derivatives and convertible bonds

Jan 19

Monte Carlo Simulations: Pricing Weather Derivatives and Convertible Bonds

Jan 19

PCA in Action: From Commodity Derivatives to Dispersion Trading

How PCA is used in pricing commodity derivatives and dispersion trading

Jan 14

PCA in Action: From Commodity Derivatives to Dispersion Trading

Jan 14

CAPM, WACC, and Beyond: Beta’s Application in Arbitrage

How beta can be used in arbitrage trading

Jan 8

CAPM, WACC, and Beyond: Beta’s Application in Arbitrage

Jan 8

Harbourfront Technologies

Harbourfront Technologies

We are a boutique financial service firm specializing in quantitative analysis and risk management. Visit us at https://harbourfrontweekly.com

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