DERIVATIVES

Volatility Risk Premium Seasonality Across Calendar Months

Posted on April 21, 2025 By Harbourfront Technologies

Subscribe to newsletter Seasonality in investing refers to the tendency of financial markets or specific assets to exhibit predictable patterns at certain times of the year. These patterns can arise due to recurring economic, behavioral, or institutional factors. Understanding and analyzing seasonal trends can help …

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RISK MANAGEMENT

Tail Risk Hedging with Corporate Bond ETFs

Posted on April 9, 2025 By Harbourfront Technologies

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 …

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TRADING

Enhancing Trading Strategies Using Model Uncertainty

Posted on April 25, 2025 By Harbourfront Technologies

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. …

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Latest Post

Extension of the Black-Scholes-Merton Model to Include Supply Change Rate for Ethereum Options

Posted on April 17, 2025 By Harbourfront Technologies

Subscribe to newsletter Ethereum (ETH) is a cryptocurrency that resembles a combination of a currency, a stock, and a commodity. It is a non-dividend-paying crypto asset with a dynamic supply change parameter. Ethereum options have been traded since 2019. Deribit …

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