Nam Nguyen
harbourfrontquant.substack.com
Financial consultant, trader, number cruncher, traveler
👤 Joined on 21 September 2024
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Multifractal Analysis of Herding and Inefficiency in Precious Metals #finance #trading #investing Gold and silver have been strong recently, with upward trends and increased volatility. Reference [1] studies the price dynamics of leading precious metals…
Show PostVolatility Risk Premium Dynamics Through the Heston Framework #finance #trading #investing A significant amount of research has been conducted on the volatility risk premium (VRP). Reference [1] contributes to this literature by linking the VRP to the p…
Show PostOverfitting and Parameter Selection in Trading Strategies #finance #trading #investing The risk of overfitting is serious and can lead to significant losses. It has been discussed in previous issues of this newsletter. In this edition, we revisit the to…
Show PostForecasting Earnings and Returns #finance #trading #investing Data science and machine learning have made great progress in the past few years. They are being applied successfully in many areas such as computer vision, natural language processing, and p…
Show PostWhy Backtests Decay: Regime Dependence and Crowding #finance #trading #investing Backtesting is an essential part of quantitative strategy development, and naturally, strategies are often selected based on strong backtest performance. However, an import…
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