HARBOURFRONT TECHNOLOGIES

PRACTICING QUANTITATIVE FINANCE

Connect with us

DERIVATIVES

RISK MANAGEMENT

Tail Risk Hedging with Corporate Bond ETFs

Subscribe to newsletter Tail risk hedging is a strategy designed to protect portfolios against extreme market moves that occur infrequently but have a significant impact when they do. These “tail events” lie at the far ends of a return distribution and often coincide with financial …

TRADING

Enhancing Trading Strategies Using Model Uncertainty

Subscribe to newsletter Most trading systems focus on algorithms for generating entry and exit signals. When the performance deteriorates, developers often try to introduce additional filters and/or modify system parameters. Reference applied a novel technique, called Dynamic Model Averaging (DMA), to improve model performance. …

Latest Post