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Harbourfront Technologies

Breaking Down Volatility: Diffusive vs. Jump Components

Implied volatility is an important concept in finance and trading. In this post, I further discuss its breakdown into diffusive volatility…

Mar 31

Breaking Down Volatility: Diffusive vs. Jump Components

Mar 31

Crypto Market Arbitrage: Profitability and Risk Management

Cryptocurrencies are becoming mainstream. In this post, I feature some strategies for trading and managing risks in cryptocurrencies.

Mar 24

Crypto Market Arbitrage: Profitability and Risk Management

Mar 24

Optimizing Portfolios: Simple vs. Sophisticated Allocation Strategies

Portfolio allocation is an important research area. In this issue, we explore not only asset allocation but also the allocation of…

Mar 22

Optimizing Portfolios: Simple vs. Sophisticated Allocation Strategies

Mar 22

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…

Mar 11

Capturing Volatility Risk Premium Using Butterfly Option Strategies

Mar 11

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

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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