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Forecasting Market Crashes with Machine Learning Techniques

Predicting market direction is challenging, and forecasting market crashes is even more difficult, yet this remains a growing area of research.

6 hrs ago • Nam Nguyen Ph.D.

December 2025

Wrap-Up 2025: Popular Topics and Reader Engagement

What Resonated Most with Readers This Year

Dec 29, 2025 • Nam Nguyen Ph.D.

Does Momentum Exist in the Football (Soccer) Market?

Football (or soccer) betting is one of the most popular forms of sports betting.

Dec 27, 2025 • Nam Nguyen Ph.D.

Delta Hedging with Implied vs. Historical Volatility, Part 2

Hedging is an important topic in portfolio and risk management; however, relatively little research has been conducted in this area.

Dec 25, 2025 • Nam Nguyen Ph.D.

Toward Rigorous Validation of Data-Driven Trading Strategies

With the rapid advancement in computing power, quantitative researchers can now develop trading strategies quickly, employing multiple variables and…

Dec 24, 2025 • Nam Nguyen Ph.D.

Trading Butterfly Option Positions: a Long/Short Approach

A butterfly option position is an advanced trading strategy that requires a combination of calls and/or puts with three different strike prices of the…

Dec 22, 2025 • Nam Nguyen Ph.D.

Is It Worth Reading Financial News?

A recession is a significant decline in economic activity spread across the economy, lasting more than a few months.

Dec 19, 2025 • Nam Nguyen Ph.D.

Intraday Elasticity Between VIX Futures and Volatility ETPs

VIX futures and ETPs are widely used instruments for both volatility speculation and hedging, making a clear understanding of their behavior essential…

Dec 17, 2025 • Nam Nguyen Ph.D.

Newsletter: Risk, Leverage, and Optimal Betting in Financial Markets

Money Management and the Kelly Criterion

Dec 15, 2025 • Nam Nguyen Ph.D.

Short-Term Stock Price Forecasting Using Geometric Brownian Motion

In these days of big data, machine learning, and AI, many researchers are showing growing interest in sophisticated models for stock price prediction or…

Dec 13, 2025 • Nam Nguyen Ph.D.

Pricing Commodity Derivatives Using Principal Component Analysis

Commodity derivatives are financial instruments whose value is based on an underlying commodity.

Dec 11, 2025 • Nam Nguyen Ph.D.

Option Pricing with Quantum Mechanical Methods

It is well known that put options are often overpriced, especially in equities.

Dec 9, 2025 • Nam Nguyen Ph.D.

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