Harbourfront Quantitative Newsletter
Newsletter Covering Trading Strategies, Risk Management, Financial Derivatives, Career Perspectives, and More.
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A Look at Gold’s Dual Identity: Asset Class and Cultural Icon
Understanding the Unique Dynamics of Crude Oil Derivatives
Practical applications to exploit the negative correlation between equity prices and their volatility
Hurst exponent is used for market timing and uncovering statistical arbitrage opportunities
VIX futures term structure generally follows the spot VIX, but not always
Using machine learning and AI to develop trading systems for VIX futures
Is pairs trading still profitable, and is it worth investing time, money, and resources to find profitable pairs trading strategies?