Harbourfront Quantitative Newsletter
Newsletter Covering Trading Strategies, Risk Management, Financial Derivatives, Career Perspectives, and More.
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How Options Volume Reflects Market Expectations
Insights from Fractional Brownian Motion and Commodity Markets
Revisiting Out-of-Sample Accuracy in Trading Models
How to Use Alternative Data and LLMs to Generate Alpha
Key findings on retail investor behavior from recent market research
0DTE Options Are Gaining Popularity—Do They Impact Market Stability?
Explore how modern machine learning models can significantly improve accuracy in forecasting market volatility trends.
A data-driven look at correction and recession signals
How thoughtful use of LETFs and their options can enhance portfolio performance
Practical Applications for Portfolio and Risk Strategies
How gold, oil, and Bitcoin ratios help forecast returns
Improving Your Volatility Playbook with VVIX-Based Analysis
