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Realized Volatility, the Good and the Bad

Follow us on LinkedIn Realized volatility (RV) refers to the actual movement of an asset’s price over a specific period, typically measured using high-frequency data. Unlike implied volatility, which is derived from options prices and reflects market expectations, realized volatility is computed from historical price …

TRADING

Does Momentum Anomaly Really Exist?

Follow us on LinkedIn The momentum anomaly in the stock market refers to the phenomenon where stocks that have performed well in the past continue to perform well in the near future, and those that have performed poorly continue to underperform. Momentum strategies exploit this …

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