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Harbourfront Technologies

Volatility vs. Volatility of Volatility: Conceptual and Practical Differences

Volatility and volatility of volatility are highly correlated and share many similar characteristics. However, there are subtle but…

Nov 3

Volatility vs. Volatility of Volatility: Conceptual and Practical Differences

Nov 3

Modeling Gold for Prediction and Portfolio Hedging

Gold prices have risen sharply in recent months, prompting renewed debate over whether the market has reached its peak. In this post, we…

Oct 27

Modeling Gold for Prediction and Portfolio Hedging

Oct 27

Effectiveness of Covered Call Strategy in Developed and Emerging Markets

Covered call strategies are often promoted as an income-generation tool for investors seeking steady returns with reduced risk. But how…

Oct 20

Effectiveness of Covered Call Strategy in Developed and Emerging Markets

Oct 20

Identifying and Characterizing Market Regimes Across Asset Classes

Identifying market regimes is essential for understanding how risk, return, and volatility evolve across financial assets. In this post, we…

Oct 13

Identifying and Characterizing Market Regimes Across Asset Classes

Oct 13

The Role of Data in Financial Modeling and Risk Management

Much emphasis has been placed on developing accurate and robust financial models, whether for pricing, trading, or risk management…

Oct 6

The Role of Data in Financial Modeling and Risk Management

Oct 6

Volatility Risk Premium Across Different Asset Classes

The volatility risk premium has been studied extensively in the equity space, but less so in other asset classes. In this post, we are…

Sep 29

Volatility Risk Premium Across Different Asset Classes

Sep 29

When Trading Systems Break Down: Causes of Decay and Stop Criteria

A key challenge in system development is that trading performance often deteriorates after going live. In this post, we look at why this…

Sep 22

When Trading Systems Break Down: Causes of Decay and Stop Criteria

Sep 22

Volatility Targeting Across Asset Pricing Factors and Industry Portfolios

Position sizing is an important aspect of portfolio management, as it directly influences both risk and return. While investors can choose…

Sep 15

Volatility Targeting Across Asset Pricing Factors and Industry Portfolios

Sep 15

Tail Risk Hedging Using Option Signals and Bond ETFs

Tail risk hedging plays a critical role in portfolio management. I discussed this topic in a previous article. In this post, I continue the…

Sep 9

Tail Risk Hedging Using Option Signals and Bond ETFs

Sep 9

Stochastic Volatility Models for Capturing ETF Dynamics and Option Term Structures

The standard Black-Scholes-Merton model is valuable in both theory and practice. However, in certain situations, more advanced models are…

Sep 2

Stochastic Volatility Models for Capturing ETF Dynamics and Option Term Structures

Sep 2

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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