Evaluating the Performance of AI-Powered ETFs and AI/ML Stocks
Artificial intelligence has become a major focus in finance and trading.
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.
Live Last read · last published · next check
Latest posts
Long-Term Trading Strategies for Harvesting Volatility Risk Premium
Volatility (or variance) risk premium is a well-known phenomenon in financial markets.
Improving Momentum with a Volatility Regime Filter
Regime classification plays an important role in portfolio management.
Factor Investing Through Principal Component Analysis
Factor investing is a well-known investment approach used mostly by quant funds.
Do Short-Dated Options Lead the Underlying Market?
Options volume has increased dramatically in recent years, particularly in very short-dated options (0DTE and 1DTE).
Market Regimes and Changing Market Dynamics
Identifying Market Regimes with Machine Learning and Entropy
Long-Run Variances of Trending and Mean-Reverting Assets
Trading strategies are often loosely divided into two categories: trend-following and mean-reverting.
Volatility Timing: Does It Really Add Value?
Volatility timing is the practice of adjusting portfolio exposure in response to changes in market volatility.
How Options Imbalances Affect Price Dynamics
As discussed several times, markets can be loosely divided into two regimes: trending, and mean-reverting.
Explaining the Decline of Trend-Following CTAs
Regime change has become a recurring theme across financial markets.
Using the Hurst Exponent and Stock Comovements for Pairs Trading
Pairs trading, or statistical arbitrage, is an effective market-neutral trading strategy.