Harbourfront Quantitative Finance

Harbourfront Quantitative Finance

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Multifractality and Its Underlying Drivers in Cryptocurrency Markets
Cryptocurrencies, like other financial time series, can be analyzed using traditional time series and econometric methods.
 • Nam Nguyen Ph.D.
Herding in Commodities and Cryptocurrencies
When Herding Moves Beyond Equities
 • Nam Nguyen Ph.D.
Volatility Feedback Loop in the VIX Index and Its Derivatives
The VIX index is a measure of the stock market’s expectation of volatility over the next 30 days.
 • Nam Nguyen Ph.D.
Improving Momentum Strategies with Machine Learning
Machine learning (ML) is increasingly prominent in modern finance and is being adopted across a wide range of applications.
 • Nam Nguyen Ph.D.
Max Pain Theory in Practice
Max pain theory is a theory that suggests that the stock price movements are influenced by the options’ expiration.
 • Nam Nguyen Ph.D.
Does Herding Behaviour Exist in the Commodity Markets?
In the financial markets, herding behaviour is often exhibited by investors following the crowd and buying or selling assets based on the actions of…
 • Nam Nguyen Ph.D.
Portfolio Timing and Allocation with the Variance Risk Premium
The volatility risk premium (VRP) refers to the systematic difference between implied volatility and subsequent realized volatility.
 • 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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