# option pricing (blogs) — RSS Amplifier Recent posts from the 1 feeds in the RSS Amplifier directory that cover option pricing. Page: Feed: --- ## [Are Econometric Models Useful in Trading?](https://harbourfrontquant.substack.com/p/are-econometric-models-useful-in) _2026-08-23 · Nam Nguyen Ph.D. · Harbourfront Quantitative Finance_ We have previously presented time series analysis for identifying autocorrelation properties of stock indices and econometric techniques such as ARIMA and GARCH for estimating volatilities. ## [Evaluating the Performance of AI-Powered ETFs and AI/ML Stocks](https://harbourfrontquant.substack.com/p/evaluating-the-performance-of-ai) _2026-08-20 · Nam Nguyen Ph.D. · Harbourfront Quantitative Finance_ Artificial intelligence has become a major focus in finance and trading. ## [Long-Term Trading Strategies for Harvesting Volatility Risk Premium](https://harbourfrontquant.substack.com/p/long-term-trading-strategies-for) _2026-08-19 · Nam Nguyen Ph.D. · Harbourfront Quantitative Finance_ Volatility (or variance) risk premium is a well-known phenomenon in financial markets. ## [Improving Momentum with a Volatility Regime Filter](https://harbourfrontquant.substack.com/p/improving-momentum-with-a-volatility) _2026-08-16 · Nam Nguyen Ph.D. · Harbourfront Quantitative Finance_ Regime classification plays an important role in portfolio management. ## [Factor Investing Through Principal Component Analysis](https://harbourfrontquant.substack.com/p/factor-investing-through-principal) _2026-08-14 · Nam Nguyen Ph.D. · Harbourfront Quantitative Finance_ Factor investing is a well-known investment approach used mostly by quant funds. ## [Do Short-Dated Options Lead the Underlying Market?](https://harbourfrontquant.substack.com/p/do-short-dated-options-lead-the-underlying) _2026-08-12 · Nam Nguyen Ph.D. · Harbourfront Quantitative Finance_ Options volume has increased dramatically in recent years, particularly in very short-dated options (0DTE and 1DTE). ## [Market Regimes and Changing Market Dynamics](https://harbourfrontquant.substack.com/p/market-regimes-and-changing-market) _2026-08-11 · Nam Nguyen Ph.D. · Harbourfront Quantitative Finance_ Identifying Market Regimes with Machine Learning and Entropy ## [Long-Run Variances of Trending and Mean-Reverting Assets](https://harbourfrontquant.substack.com/p/long-run-variances-of-trending-and-096) _2026-08-08 · Nam Nguyen Ph.D. · Harbourfront Quantitative Finance_ Trading strategies are often loosely divided into two categories: trend-following and mean-reverting. ## [Volatility Timing: Does It Really Add Value?](https://harbourfrontquant.substack.com/p/volatility-timing-does-it-really) _2026-08-06 · Nam Nguyen Ph.D. · Harbourfront Quantitative Finance_ Volatility timing is the practice of adjusting portfolio exposure in response to changes in market volatility. ## [How Options Imbalances Affect Price Dynamics](https://harbourfrontquant.substack.com/p/how-options-imbalances-affect-price) _2026-08-04 · Nam Nguyen Ph.D. · Harbourfront Quantitative Finance_ As discussed several times, markets can be loosely divided into two regimes: trending, and mean-reverting. ## [International money transfers (Sponsored)](https://crawlproof.com/a/quILg1FbunTu) _2026-08-04 · **Sponsored**_ Send money to other countries and manage multi‑currency balances online. ## [Explaining the Decline of Trend-Following CTAs](https://harbourfrontquant.substack.com/p/explaining-the-decline-of-trend-following) _2026-08-02 · Nam Nguyen Ph.D. · Harbourfront Quantitative Finance_ Regime change has become a recurring theme across financial markets. ## [Using the Hurst Exponent and Stock Comovements for Pairs Trading](https://harbourfrontquant.substack.com/p/using-the-hurst-exponent-and-stock) _2026-07-31 · Nam Nguyen Ph.D. · Harbourfront Quantitative Finance_ Pairs trading, or statistical arbitrage, is an effective market-neutral trading strategy.