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Harbourfront Technologies

How Machine Learning Enhances Market Volatility Forecasting Accuracy

Machine learning has many applications in finance, such as asset pricing, risk management, portfolio optimization, and fraud detection. In…

12h ago

How Machine Learning Enhances Market Volatility Forecasting Accuracy

12h ago

Predicting Corrections and Economic Slowdowns

Being able to anticipate a market correction or an economic recession is important for managing risk and positioning your portfolio ahead…

Jun 30

Predicting Corrections and Economic Slowdowns

Jun 30

Rethinking Leveraged ETFs and Their Options

A leveraged Exchanged Traded Fund (LETF) is a financial instrument designed to deliver a multiple of the daily return of an underlying…

Jun 23

Rethinking Leveraged ETFs and Their Options

Jun 23

Using Skewness and Kurtosis to Enhance Trading and Risk Management

Skewness is a measure of the asymmetry of a return distribution. In this post, I’ll discuss the skewness risk premium and how skewness can…

Jun 16

Using Skewness and Kurtosis to Enhance Trading and Risk Management

Jun 16

Gold Ratios as Stock Market Predictors

The ratio of gold prices to other asset classes has been shown to be a useful predictor of stock market returns. In this post, we discussed…

Jun 9

Gold Ratios as Stock Market Predictors

Jun 9

Volatility of Volatility: Insights from VVIX

The volatility of volatility index, VVIX, is a measure of the expected volatility of the VIX index itself. In this post, we will discuss…

Jun 2

Volatility of Volatility: Insights from VVIX

Jun 2

Simplicity or Complexity? Rethinking Trading Models in the Age of AI and Machine Learning

When it comes to trading system design, there are two schools of thought: one advocates for simpler rules, while the other favors more…

May 26

Simplicity or Complexity? Rethinking Trading Models in the Age of AI and Machine Learning

May 26

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…

May 19

Low-Volatility Stocks: Reducing Risk Without Sacrificing Returns

May 19

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

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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