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Harbourfront Technologies

When Correlations Break or Hold: Strategies for Effective Hedging and Trading

Practical applications to exploit the negative correlation between equity prices and their volatility.

4d ago

When Correlations Break or Hold: Strategies for Effective Hedging and Trading

4d ago

Hurst Exponent Applications: From Regime Analysis to Arbitrage

Hurst exponent is used for market timing and uncovering statistical arbitrage opportunities

Dec 1

Hurst Exponent Applications: From Regime Analysis to Arbitrage

Dec 1

Examining Contango and Backwardation in VIX Futures

VIX futures term structure generally follows the spot VIX, but not always.

Nov 24

Examining Contango and Backwardation in VIX Futures

Nov 24

Making Use of Information Embedded in VIX Futures Term Structures

Developing trading systems for VIX futures using machine learning and AI

Nov 18

Making Use of Information Embedded in VIX Futures Term Structures

Nov 18

The Weekend Effect in The Market Indices

The weekend (or Monday) effect in the stock market refers to the phenomenon where stock returns exhibit different patterns on Mondays compar

Nov 15

The Weekend Effect in The Market Indices

Nov 15

Rethinking Pairs Trading: Can Traditional Methods Still Deliver Returns?

Is pairs trading still profitable, and is it worth investing time, money, and resources to find profitable pairs trading strategies?

Nov 13

Rethinking Pairs Trading: Can Traditional Methods Still Deliver Returns?

Nov 13

Trend-Following Trading System, Quantitative Trading in Python

In a previous post, we demonstrated the mean-reverting and trending properties of SP500. We subsequently developed a trading system based…

May 5, 2021

Trend-Following Trading System, Quantitative Trading in Python

May 5, 2021

Mean-Reverting Trading System-Quantitative Trading in Python

In a previous post, we demonstrated the mean-reverting and trending properties of SP500. In this follow-up post, we will develop a simple…

Apr 27, 2021

Mean-Reverting Trading System-Quantitative Trading in Python

Apr 27, 2021

Autocorrelation Properties of SP500-Quantitative Trading in Python

A technical or quantitative trading system on a linear (i.e. delta 1) instrument is basically a bet on the autocorrelation of the…

Mar 31, 2021

Autocorrelation Properties of SP500-Quantitative Trading in Python

Mar 31, 2021

How to Determine Implied Dividend Yield-Derivative Valuation in Excel

Dividend yield is an input into the option valuation model that often receives little attention from the practitioners. This is probably…

Mar 6, 2021

Mar 6, 2021

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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