DERIVATIVES

Do Short-Dated Options Lead the Underlying Market?

Posted on July 17, 2026 By Harbourfront Technologies

Subscribe to newsletter Options volume has increased dramatically in recent years, particularly in very short-dated options (0DTE and 1DTE). One theory suggests that information extracted from option trading activity can predict future stock returns. Along these lines, Reference examines whether short-dated option prices lead …

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RISK MANAGEMENT

Effectiveness of Volatility-Based Exit Rules

Posted on August 6, 2026 By Harbourfront Technologies

Subscribe to newsletter In the trading literature, we often see discussions about entry rules, but much less about exits. Some practitioners claim that exits are more important than entries. Is this really the case? We have discussed how the effectiveness of exit rules depends on …

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TRADING

Retail Participation in the 0DTE Options Market

Posted on August 2, 2026 By Harbourfront Technologies

Subscribe to newsletter Retail options trading has become an important force in today’s financial markets, particularly with the rapid growth of short-dated options trading. As a result, researchers have increasingly focused on understanding retail trading behavior. A previous study we discussed found that retail traders …

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Latest Post

Optimization in the Indicator and Parameter Space

Posted on July 29, 2026 By Harbourfront Technologies

Subscribe to newsletter In today’s era of supercomputers, artificial intelligence (AI), and machine learning (ML), many tasks that once required hours or even days can now be completed in a fraction of a second. Parameter optimization is a common technique …

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