I’ll be doing a special live broadcast with Nam Nguyen, PhD from Harborfront Capital Management on Wednesday after the close, at 4:15 Eastern/3:15 Central.
The topic of the show will describe how to apply academic research when developing trading strategies.
Sign up for the Harborfront Quant Finance Substack if you haven’t already. We’ll be looking at the research papers on seasonality of volatility and the overnight risk premium. Both of these papers are available for download at the Harborfront Substack.
If you have questions you’d like us to cover in the broadcast, post them in the comments.
DISCLAIMER: All content on he Nuclear Option Substack is for Education and Information Purposes Only. It is not a recommendation or solicitation to buy or sell any security. Before trading, consult your Professional Financial Advisor and read the booklet Characteristics and Risks of Standardized Options Contracts, published by the Options Clearing Corporation.