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Harbourfront Technologies

Harbourfront Technologies

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Jul 5

The Market Impact of Retail Options Trading

Retail trading, especially in the options market, which has traditionally been the domain of institutional traders, has received relatively…

The Market Impact of Retail Options Trading

Harbourfront Technologies

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Jun 26

Why System Validation Matters More Than Ever

Today, AI and machine learning techniques are evolving at a rapid pace, making the development of trading systems increasingly accessible…

Why System Validation Matters More Than Ever

Harbourfront Technologies

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Jun 2

Does Regression Still Work in Modern Markets?

Regression is one of the oldest and widely used statistical techniques. It has found applications across the social sciences, engineering…

Does Regression Still Work in Modern Markets?

Harbourfront Technologies

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May 18

Volatility Derivatives and VIX Market Dynamics

Hedging is a fundamental risk management tool. The most common hedging instruments are futures and options associated with a given…

Volatility Derivatives and VIX Market Dynamics

Harbourfront Technologies

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May 4

Overfitting and Parameter Selection in Trading Strategies

The risk of overfitting is serious and can lead to significant losses. It has been discussed in previous posts. In this edition, we revisit…

Overfitting and Parameter Selection in Trading Strategies

Harbourfront Technologies

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Apr 21

Volatility Risk Premium and Clustering: Intraday vs Overnight Dynamics

The decomposition of risks and returns into overnight and intraday components is an emerging area of research. In this post, we examine how…

Volatility Risk Premium and Clustering: Intraday vs Overnight Dynamics

Harbourfront Technologies

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Apr 6

Large Language Models in Trading: Models and Market Dynamics

I just returned from a two-day conference in New York, FutureAlpha (formerly QuantStrats). This year, the theme focused largely on data…

Large Language Models in Trading: Models and Market Dynamics

Harbourfront Technologies

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Mar 29

Evaluating Option-Based Strategies and Dollar-Cost Averaging

In past issues, we discussed popular investment strategies such as covered calls and collars. In this post, we continue by examining other…

Evaluating Option-Based Strategies and Dollar-Cost Averaging

Harbourfront Technologies

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Mar 11

Machine Learning for Derivative Pricing and Crash Prediction

Applications of machine learning in finance continue to evolve rapidly. In previous posts, we discussed both the uses and the challenges of…

Machine Learning for Derivative Pricing and Crash Prediction

Harbourfront Technologies

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Feb 23

Do Options Exhibit Momentum?

Momentum has been studied extensively across equities, commodities, and other asset classes, with well-documented evidence of…

Do Options Exhibit Momentum?

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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