Harbourfront Quantitative Newsletter
Newsletter Covering Trading Strategies, Risk Management, Financial Derivatives, Career Perspectives, and More.
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Is Pairs Trading Still Profitable? A Modern Review
Which Volatility Matters for Delta Hedging? Evidence from Index Options
What Resonated Most with Readers This Year
Money Management and the Kelly Criterion
Evidence from Index Hedging and Corporate Fuel Risk Management
From Statistical Foundations to Implementable Strategies
Volatility of Volatility Explained: How It Differs from Traditional Volatility
How to Apply Quantitative Models for Gold Price Forecasting and Hedging
Risk–Return Trade-Offs in Covered Call Strategies
A Regime-Switching Framework for Foreign Exchange Hedging and Equity Market Analysis
How Data Quality and Quantity Affect Model Accuracy and Stability
Evidence from a Multi-Market Empirical Study
