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Harbourfront Technologies

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…

4d ago

Gold Ratios as Stock Market Predictors

4d ago

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

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

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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