Nam Nguyen Ph.D.
Publishes 1 feed
Harbourfront Quantitative Finance
Delivering actionable tips, strategies, and educational content to help you excel in trading and master quantitative finance concepts. I send out a newsletter once a week. Throughout the week I also publish web-only posts and Notes.
12 posts · theirs
Lately
Are Econometric Models Useful in Trading?
Evaluating the Performance of AI-Powered ETFs and AI/ML Stocks
Long-Term Trading Strategies for Harvesting Volatility Risk Premium
Improving Momentum with a Volatility Regime Filter
Factor Investing Through Principal Component Analysis
Do Short-Dated Options Lead the Underlying Market?
Market Regimes and Changing Market Dynamics
Long-Run Variances of Trending and Mean-Reverting Assets
Volatility Timing: Does It Really Add Value?
How Options Imbalances Affect Price Dynamics
Explaining the Decline of Trend-Following CTAs
Using the Hurst Exponent and Stock Comovements for Pairs Trading
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