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Harbourfront Quantitative Finance
harbourfrontquant.substack.com
harbourfrontquant.substack.com
·
5w
5 weeks ago
Gamma Exposure and S&P500 Return Predictability
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6w
6 weeks ago
Determining Implied Volatilities of American Options Using the Willow Tree Method
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Actions for Determining Implied Volatilities of American Options Using the Willow Tree Method
harbourfrontquant.substack.com
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6w
6 weeks ago
Why Backtests Decay: Regime Dependence and Crowding
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harbourfrontquant.substack.com
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6w
6 weeks ago
Forecasting Earnings and Returns
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Actions for Forecasting Earnings and Returns
harbourfrontquant.substack.com
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6w
6 weeks ago
Overfitting and Parameter Selection in Trading Strategies
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Actions for Overfitting and Parameter Selection in Trading Strategies
harbourfrontquant.substack.com
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7w
7 weeks ago
Volatility Risk Premium Dynamics Through the Heston Framework
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Actions for Volatility Risk Premium Dynamics Through the Heston Framework
harbourfrontquant.substack.com
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7w
7 weeks ago
Multifractal Analysis of Herding and Inefficiency in Precious Metals
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Actions for Multifractal Analysis of Herding and Inefficiency in Precious Metals
harbourfrontquant.substack.com
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7w
7 weeks ago
Where Do Options Returns Come From
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harbourfrontquant.substack.com
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8w
8 weeks ago
Overnight vs Daytime Returns in Sector ETFs
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harbourfrontquant.substack.com
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8w
8 weeks ago
Dispersion Trading Using Principal Component Analysis
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Actions for Dispersion Trading Using Principal Component Analysis
harbourfrontquant.substack.com
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8w
8 weeks ago
Regime Classification Framework for Mean-Reverting and Trending Markets
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harbourfrontquant.substack.com
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8w
8 weeks ago
Volatility Risk Premium and Clustering: Intraday vs Overnight Dynamics
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harbourfrontquant.substack.com
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9w
9 weeks ago
Price Dynamics of Volatility Indices
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harbourfrontquant.substack.com
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9w
9 weeks ago
Variational Autoencoders in Volatility and Option Pricing
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Actions for Variational Autoencoders in Volatility and Option Pricing
harbourfrontquant.substack.com
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9w
9 weeks ago
Can Credit Growth and The Yield Curve Predict Financial Crises?
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harbourfrontquant.substack.com
·
10w
10 weeks ago
The Impact of Retail Options Trading on the Implied Volatility Surface
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Actions for The Impact of Retail Options Trading on the Implied Volatility Surface
harbourfrontquant.substack.com
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10w
10 weeks ago
Do Hedge Funds Add Value?
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harbourfrontquant.substack.com
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10w
10 weeks ago
Evaluating Machine Learning Models for S&P 500 Return Prediction
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Actions for Evaluating Machine Learning Models for S&P 500 Return Prediction
harbourfrontquant.substack.com
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10w
10 weeks ago
Large Language Models in Trading: Models and Market Dynamics
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Actions for Large Language Models in Trading: Models and Market Dynamics
harbourfrontquant.substack.com
·
11w
11 weeks ago
Detecting Regimes in the Volatility Surface Using Clustering
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Actions for Detecting Regimes in the Volatility Surface Using Clustering
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