DERIVATIVES

Causal Relationship Between VIX ETPs and Futures in Low- and High-Volatility Regimes

Posted on November 4, 2024 By Harbourfront Technologies

Subscribe to newsletter VIX Exchange-Traded Products (ETPs) are financial instruments designed to provide exposure to the CBOE Volatility Index (VIX), which measures the market’s expectation of 30-day forward-looking volatility derived from S&P 500 options. VIX ETPs, such as ETFs and ETNs, allow investors to gain …

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RISK MANAGEMENT

Using Equity Options to Hedge Credit Risks

Posted on October 27, 2024 By Harbourfront Technologies

Subscribe to newsletter Credit risk refers to the potential for financial loss if a borrower fails to meet their debt obligations, such as repaying a loan or bond. Credit risk assessment involves evaluating the likelihood of default, often using financial metrics, historical performance, and credit …

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TRADING

A Trading System Based on Polynomial Regression Models

Posted on October 31, 2024 By Harbourfront Technologies

Subscribe to newsletter Linear regression is a widely used prediction technique in finance. Linear regression can estimate the relationship between a dependent variable (such as stock price) and one or more independent variables (like market indices or economic indicators). This approach is particularly useful in …

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Latest Post

Demonetization: Definition, Examples in India, Advantages, Disadvantages, Meaning

Posted on November 6, 2024 By John

Subscribe to newsletter Demonetization is all about taking away the value of certain currency notes to tackle problems like black money and counterfeit cash. By pulling specific notes from circulation, the government shifts the economy towards greater transparency and accountability. …

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