Harbourfront Quantitative Newsletter
Newsletter Covering Trading Strategies, Risk Management, Financial Derivatives, Career Perspectives, and More.
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How credit risk impacts investment strategies in the equity market and how to hedge credit risk
How to overcome the drawback of traditional tail risk hedging strategies
Revisiting Momentum Strategies: Profitability in Evolving Market Conditions
How Dividend Yield Impacts Stock Volatility and Future Returns
How the Monte Carlo method is used in pricing weather derivatives and convertible bonds
How PCA is used in pricing commodity derivatives and dispersion trading
How beta can be used in arbitrage trading
An application of pairs trading within the cryptocurrency market.
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