DERIVATIVES

Using Dividend Futures to Determine the Bubble Component in Stock Price

Posted on August 28, 2024 By Harbourfront Technologies

Follow us on LinkedIn Dividend futures are financial derivatives that allow investors to speculate on or hedge against the future dividend payments of a specific company or index. Unlike traditional equity futures, which are based on the price of the underlying asset, dividend futures are …

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RISK MANAGEMENT

Predicting Intraday and Daily Volumes Using ARIMA Model

Posted on September 1, 2024 By Harbourfront Technologies

Follow us on LinkedIn Volume is an essential, integral market data. However, it receives much less attention in research literature compared to price data. Understanding and being able to model volume dynamics is important because buy-side firms must plan and time their trades to avoid …

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TRADING

Using Hurst Exponent to Time the Market

Posted on September 5, 2024 By Harbourfront Technologies

Follow us on LinkedIn The Hurst exponent is a statistical measure used to evaluate the long-term memory or autocorrelation of a time series, indicating whether a system exhibits trending behavior, mean-reverting characteristics, or randomness. A Hurst exponent greater than 0.5 signifies the existence of long-range …

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Latest Post

Step Allocation (Step-Down) Method: Definition, Meaning, Examples, Advantages, Disadvantages

Posted on September 7, 2024 By John

Follow us on LinkedIn Some departments within a company only exist to serve other departments. When allocating the costs incurred at these departments, companies must consider various factors. A technique that can help achieve that is the step allocation method. …

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