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Harbourfront Technologies

Low-Volatility Stocks: Reducing Risk Without Sacrificing Returns

The recent market turbulence highlights the need for improved risk management and strategies to reduce portfolio volatility. In this post…

5d ago

Low-Volatility Stocks: Reducing Risk Without Sacrificing Returns

5d ago

The Calendar Effects in Volatility Risk Premium

I recently covered calendar anomalies in the stock markets. Interestingly, patterns over time also appear in the volatility space. In this…

May 11

The Calendar Effects in Volatility Risk Premium

May 11

Stock-Bond Correlation: What Drives It and How to Predict It

The correlation between stocks and bonds plays a crucial role in portfolio allocation and diversification strategies. In this issue, I…

May 5

Stock-Bond Correlation: What Drives It and How to Predict It

May 5

Profitability of Dispersion Trading in Liquid and Less Liquid Environments

Dispersion trading is an investment strategy used to capitalize on discrepancies in volatilities between an index and its constituents. In…

Apr 28

Profitability of Dispersion Trading in Liquid and Less Liquid Environments

Apr 28

Machine Learning in Financial Markets: When It Works and When It Doesn’t

Machine learning (ML) has made a lot of progress in recent years. However, there are still skeptics, especially when it comes to its…

Apr 21

Machine Learning in Financial Markets: When It Works and When It Doesn’t

Apr 21

Do Calendar Anomalies Still Work? Evidence and Strategies

Calendar anomalies in the stock market refer to recurring patterns or anomalies that occur at specific times of the year, month, or week…

Apr 15

Do Calendar Anomalies Still Work? Evidence and Strategies

Apr 15

Catastrophe Bonds: Modeling Rare Events and Pricing Risk

A catastrophe (CAT) bond is a debt instrument designed to transfer extreme event risks from insurers to capital market investors. They’re…

Apr 12

Catastrophe Bonds: Modeling Rare Events and Pricing Risk

Apr 12

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

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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