Sitemap - 2024 - Harbourfront Quantitative Finance
VIX Manipulation: Evidence from SPX Options and Market Data
Newsletter: Wrapping Up 2024-Crypto Trading Strategy and Money Laundering Threats
Impact of Zero DTE Options on the Market
Can We Predict a Market Correction?
Intraday and Overnight Volatility Clustering Effect
Skewness Risk Premium in the Options Market
Tactical Asset Allocation: From Simple to Advanced Strategies
Does Momentum Anomaly Really Exist?
Newsletter: The Role of Gold in Your Portfolio, Insights and Entertainment
Using Dividend Futures to Determine the Bubble Component in Stock Price
Trading Volatility Skew: Can Forecasts Increase Returns?
Do Calendar Anomalies Still Exist?
Machine Learning Models for Predicting Implied Volatility Surfaces
Leveraged Exchange Traded Funds Revisited: Enhancing Returns or Adding Risk?
Newsletter: Option Pricing Models and Strategies for Crude Oil Markets
How Accurate is Machine Learning Prediction in Finance?
Stock Returns After Extreme Loss Events
Illiquidity Premium in the Bitcoin Options Market
When to Stop Trading a Strategy?
Using Machine Learning to Predict Market Volatility
Pairs Trading in the Cryptocurrency Market
Newsletter: When Correlations Break or Hold, Strategies for Effective Hedging and Trading
Beta Arbitrage: Betting on Stock Comovements
Net Gamma Exposure in International Markets
Turtle Trading System Revisited: Is It Still Profitable?
Why and How Systematic Trading Strategies Decay After Going Live
Are Index Options Markets Efficient?
Incorporating Memory and Stochastic Volatility into Geometric Brownian Motion Model
Newsletter: Hurst Exponent Applications, From Regime Analysis to Arbitrage
Does Intraday Momentum Exist in the Crude Oil Market?
How Will Bitcoin ETF Options Impact The Markets?
Predicting Firm Profit Using Machine Learning Techniques
Statistical Arbitrage in the Sport Market
Trading Bitcoin Systematically: Is It Possible?
Reexamining the Performance of Passive Options Strategies
Newsletter: Examining Contango and Backwardation in VIX Futures
Are Stop-Loss Orders Effective in the Cryptocurrency Market?
Arbitrage Trading in the Cryptocurrency Market
Use of Machine Learning in Pairs Trading
Newsletter: Making Use of Information Embedded in VIX Futures Term Structures
No-arbitrage Model for Pricing CAT Bonds
Do Stop-Loss Orders Add Value?
Are Cryptocurrencies Good Diversifiers?
Examining the Causal Relationship Between S&P 500 and VIX Futures
A Trading System Based on Polynomial Regression Models
Is the Put-Call Ratio a Reliable Indicator?
Newsletter: Rethinking Pairs Trading: Can Traditional Methods Still Deliver Returns?