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Harbourfront Quantitative Finance

Nam Nguyen Ph.D.

Delivering actionable tips, strategies, and educational content to help you excel in trading and master quantitative finance concepts. I send out a newsletter once a week. Throughout the week I also publish web-only posts and Notes.

Platform
Substack
PricingOnly free issuesPublishesDaily
Issues427SubscribersRead harbourfrontquant.substack.com

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Latest Issues

Recent posts by this newsletter. Browse the email archive.

Evaluating Machine Learning Models for S&P 500 Return Prediction

Machine learning (ML) is increasingly applied in finance. In trading in particular, researchers aim to determine whether ML can generate consistent alpha. Reference [1] revisits this question. The authors utilize a long sample dataset from ...

3 days ago
1
0

Large Language Models in Trading: Models and Market Dynamics

I just returned from a two-day conference in New York, FutureAlpha (formerly QuantStrats). This year, the theme focused largely on data, machine learning, and AI. While some speakers were very enthusiastic about the potential of AI to gener...

5 days ago
22
0

Detecting Regimes in the Volatility Surface Using Clustering

Regime identification is important in portfolio and risk management. There are many ways to classify market regimes, for example, based on market direction, such as bullish, bearish, or sideways. Another common classification is based on vo...

8 days ago
15
0

Newsletter: Evaluating Option-Based Strategies and Dollar-Cost Averaging

In past issues, we discussed popular investment strategies such as covered calls and collars. In this issue, we continue by examining other strategies, focusing on their performance, limitations, and how they behave under different market c...

14 days ago
27
1

Authors

The writers behind this newsletter.

  • Nam Nguyen Ph.D.

    Director at NN² Capital and Harbourfront Technologies. Writes about Trading Strategies, Risk Management, Financial Derivatives, Career Perspectives and More

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