Harbourfront Quantitative Finance

Harbourfront Quantitative Finance

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Multifractality and Market Efficiency Across Asset Classes
The Fractal Market Hypothesis (FMH) is increasingly studied and applied by both finance academics and practitioners.
 • Nam Nguyen Ph.D.
Implied vs. Realized Volatility in Delta Hedging Strategies
Which Volatility Matters for Delta Hedging? Evidence from Index Options
 • Nam Nguyen Ph.D.
Incorporating Momentum into Option Pricing Models
The Black–Scholes–Merton (BSM) model is a cornerstone of derivative pricing; however, it is not without limitations, and researchers continue to extend…
 • Nam Nguyen Ph.D.
Using the Holt-Winters Model for Trading Bitcoin and Gold
Investing in gold and bitcoin can be a great way to diversify your portfolio and protect your wealth.
 • Nam Nguyen Ph.D.
A New Method for Forward Testing?
A trading system is a set of rules for deciding when and how to buy or sell assets.
 • Nam Nguyen Ph.D.
Quantifying Recency Bias in Investor Volatility Expectations
Investors and traders often suffer from behavioral biases, which is where behavioral finance originates.
 • Nam Nguyen Ph.D.
How Accurate Is Intraday Implied Volatility in Forecasting Realized Volatility
Implied volatility is a theoretical value that measures the expected volatility of a financial instrument over a specific period of time.
 • Nam Nguyen Ph.D.
Harbourfront Quantitative Finance
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.
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