Harbourfront Quantitative Finance

Harbourfront Quantitative Finance

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Machine Learning for Derivative Pricing and Crash Prediction
Exploring machine learning in derivatives and market risk
 • Nam Nguyen Ph.D.
Entropy-Based Regime Detection of Tail Risks
Identifying market regimes is particularly important in portfolio and risk management.
 • Nam Nguyen Ph.D.
Options Trading Using Econometric Models
In the financial world, time series analysis is frequently used to predict stock prices, interest rates, and currency exchange rates.
 • Nam Nguyen Ph.D.
Improving Pairs Trading with Cluster-Based Pair Selection
Pairs trading is a classic quantitative trading strategy.
 • Nam Nguyen Ph.D.
Evaluating a Logistic Regression Trading Framework
Regression is one of the oldest predictive methods used in finance and remains widely applied today.
 • Nam Nguyen Ph.D.
Lead-Lag Relationship Between the VIX Index and VIX Futures
In a previous post, we discussed the lead-lag relationship between the volatility index, VIX, and SPX futures.
 • Nam Nguyen Ph.D.
Integrating Fundamental Metrics into Pairs Trading
Statistical arbitrage is a classic quantitative trading strategy.
 • 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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