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Hurst Exponent Applications: From Regime Analysis to Arbitrage
Dec 01, 2024

Hurst Exponent Applications: From Regime Analysis to Arbitrage

Hurst exponent is used for market timing and uncovering statistical arbitrage opportunities

Nam Nguyen
Nam Nguyen
Examining Contango and Backwardation in VIX Futures
Nov 24, 2024

Examining Contango and Backwardation in VIX Futures

VIX futures term structure generally follows the spot VIX, but not always

Nam Nguyen
Nam Nguyen
Making Use of Information Embedded in VIX Futures Term Structure
Nov 17, 2024

Making Use of Information Embedded in VIX Futures Term Structure

Using machine learning and AI to develop trading systems for VIX futures

Nam Nguyen
Nam Nguyen
Rethinking Pairs Trading: Can Traditional Methods Still Deliver Returns?
Nov 10, 2024

Rethinking Pairs Trading: Can Traditional Methods Still Deliver Returns?

Is pairs trading still profitable, and is it worth investing time, money, and resources to find profitable pairs trading strategies?

Nam Nguyen
Nam Nguyen
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