Harbourfront Technologies – Medium

Harbourfront Technologies

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

From Gold to Bitcoin: Exploring the Oldest and Newest Asset Classes

Understanding the roles of these two asset classes can help build diversified, forward-looking investment portfolios

Dec 30, 2024

From Gold to Bitcoin: Exploring the Oldest and Newest Asset Classes

Dec 30, 2024

Option Pricing Models and Strategies for Crude Oil Markets

Financial models and strategies are usually universal and can be applied across different asset classes. However, in some cases, they must…

Dec 16, 2024

Option Pricing Models and Strategies for Crude Oil Markets

Dec 16, 2024

When Correlations Break or Hold: Strategies for Effective Hedging and Trading

Practical applications to exploit the negative correlation between equity prices and their volatility.

Dec 8, 2024

When Correlations Break or Hold: Strategies for Effective Hedging and Trading

Dec 8, 2024

Hurst Exponent Applications: From Regime Analysis to Arbitrage

Hurst exponent is used for market timing and uncovering statistical arbitrage opportunities

Dec 1, 2024

Hurst Exponent Applications: From Regime Analysis to Arbitrage

Dec 1, 2024

Examining Contango and Backwardation in VIX Futures

VIX futures term structure generally follows the spot VIX, but not always.

Nov 24, 2024

Examining Contango and Backwardation in VIX Futures

Nov 24, 2024

Making Use of Information Embedded in VIX Futures Term Structures

Developing trading systems for VIX futures using machine learning and AI

Nov 18, 2024

Making Use of Information Embedded in VIX Futures Term Structures

Nov 18, 2024

The Weekend Effect in The Market Indices

The weekend (or Monday) effect in the stock market refers to the phenomenon where stock returns exhibit different patterns on Mondays compar

Nov 15, 2024

The Weekend Effect in The Market Indices

Nov 15, 2024

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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