Harbourfront Quantitative Newsletter
Newsletter Covering Trading Strategies, Risk Management, Financial Derivatives, Career Perspectives, and More.
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Identifying Market Regimes with Machine Learning and Entropy
From Option Pricing to Portfolio Risk Management
Computerized Trading: Benefits and Risks
The Evolution of Retail Options Trading
System Validation: Separating Alpha from Noise
Regression in the Age of Machine Learning and AI
VIX Futures, Volatility ETPs, and Price Discovery
From Overfitting to Robustness in Quant Trading
Decomposing risk: volatility, premium, and clustering in intraday vs overnight returns
Trading with LLMs: Models, Agents, and Risks
Revisiting Option Strategies and Dollar-Cost Averaging Performance
Exploring machine learning in derivatives and market risk
