Does Momentum Exist in the Football (Soccer) Market?

Posted on November 23, 2022 By Harbourfront Technologies

Football (or soccer) betting is one of the most popular forms of sports betting. There are many different ways to bet on football, but the most common is simply betting on the outcome of a match. You can bet on who will win, or if the match will end in …

What Timeframes to Use to Calculate Betas

Posted on November 17, 2022 By Harbourfront Technologies

The beta of a stock is a measure of the stock’s volatility in relation to the market. In other words, it is a measure of how much a stock price fluctuates with the overall market. A higher beta means more volatile and a lower beta means less volatile. A stock …

When to Stop Trading a Strategy?

Posted on November 14, 2022 By Harbourfront Technologies

In trading, a drawdown is a peak-to-trough decline during a specific recorded period of time of an investment, portfolio, or fund. A drawdown is usually quoted as the percentage between the peak and the trough. For example, if an investment has grown from $100 to $150, and then fallen back …

How Accurate Is Intraday Implied Volatility in Forecasting Realized Volatility

Posted on November 10, 2022 By Harbourfront Technologies

Implied volatility is a theoretical value that measures the expected volatility of a financial instrument over a specific period of time. It is derived from the price of a financial instrument and can be used to gauge market expectations. Implied volatility is often used by traders to make decisions about …

Are Exchange Traded Fund (ETF) Options Actively Traded?

Posted on November 8, 2022 By Harbourfront Technologies

An exchange-traded fund (ETF) is a type of investment fund that holds a basket of assets and tracks an index, commodity, or basket of commodities. ETFs are traded on exchanges like stocks, and they can be bought and sold throughout the day. ETFs typically have lower fees than mutual funds, …

A New Method for Forward Testing?

Posted on November 5, 2022 By Harbourfront Technologies

A trading system is a set of rules for deciding when and how to buy or sell assets. These systems can be used to trade stocks, bonds, commodities, or other assets. Trading systems can be manual or automated. Manual systems require the trader to interpret market conditions and make decisions …

What Do Consumers Expect in 2022: Inflation or Deflation?

Posted on November 2, 2022 By Harbourfront Technologies

With the inflation numbers rising these days, one would think that the consumer expectation of future inflation remains high. A recent article published by the Federal Reserve Bank of New York just pointed out the opposite: consumers expect inflation to decrease in the future and the risk of deflation …

Using the Holt-Winters Model for Trading Bitcoin and Gold

Posted on October 30, 2022 By Harbourfront Technologies

Investing in gold and bitcoin can be a great way to diversify your portfolio and protect your wealth. Gold is a physical asset that has been used as a currency for centuries. Bitcoin is a digital asset that was created in 2009. These assets have attracted the attention of traders …

Do Path-Independent Volatilities Exist?

Posted on October 27, 2022 By Harbourfront Technologies

Volatility of an asset is a measure of how much the price of that asset varies over time. In other words, it is a measure of how “risky” an investment in that asset is. The higher the volatility, the greater the risk. There are two main types of volatility: historical …

How Algorithmic Trading Impacts the Markets

Posted on October 21, 2022 By Harbourfront Technologies

Algorithmic trading is a method of executing trades using algorithms, or sets of predetermined rules, to make trading decisions. These algorithms are designed to take into account a variety of market conditions, such as price, volume, and timing. Algorithmic trading is often used by large institutional investors, such as hedge …