Shows
Time For Impact PodcastGlobal Perspectives on Heritage & Community: Live from HVG 2025Co-hosts: Chris Wade & Matt CobbleSpecial Guest: Saskia Rinkoff, Volunteer Engagement Manager, Harbourfront Centre (Toronto)Recorded live at the 2025 Heritage Volunteering Group (HVG) Conference, this special 25-minute episode marks Time for Impact’s third consecutive year at the event. We are joined by Saskia Rinkoff from Toronto’s iconic Harbourfront Centre to explore the intersection of heritage, urban diversity, and social cohesion.From managing a massive physical site to fostering a sense of "home" for newcomers, Saskia shares how one of Canada’s busiest cultural hubs turns participation into a powerful tool for community building.The...
2026-01-2025 min
Toronto News and InformationWinter Wonderland in Toronto: Skating, Gaming, and Family Fun on a Chilly SundayWelcome to Things to Do in Toronto, listeners! I'm Oly Bennet, your globe-trotting sports nut turned city explorer, and today we're diving into the 6ix on this chilly Sunday, January 18th. Picture this: crisp winter air around -5°C with flurries dancing like mischievous pixies, and the vibe? Pure cozy energy as Toronto shakes off the post-holiday blues with indoor adventures and family fun—think steaming hot chocolate and unexpected thrills beating the frost.Kick off your day with the Toronto Pokémon VGC Cup wrapping up at Metro Toronto Convention Centre—perfect for gamers and families chasing pixela...
2026-01-1802 minToronto News and InformationToronto's Winter Wonderland: Skating, Feasting, and Holiday HappeningsWelcome, listeners, to Things to Do in Toronto with your globetrotting sports nut Oly Bennet, coming to you from the 6 where the skyline is sharp, the lake is chilly, and the holiday vibes are cranked to maximum cozy.Toronto today is in full winter wonderland mode: crisp air, twinkling lights, quieter streets than usual, and that classic “some things are closed, but the good stuff is open” Christmas Day energy. TTC is running on a Sunday schedule and GO Transit on a Saturday schedule, according to YourCityWithin, so plan a little extra time if you’re zipping around town.
2025-12-2503 minToronto News and InformationWinterfest Wonders Waterfront Skating, Bandura Magic, and Grooves Galore - Your Friday in TorontoWelcome to Things to Do in Toronto, listeners! I'm Ollie Bennet, your globe-trotting sports nut turned city explorer, buzzing with energy for Toronto's wild winter vibes. Today, Friday, December 19th, the city's wrapped in crisp holiday chill—perfect for twinkling lights and hot cocoa, with that festive buzz cranking up as Winterfest lights up the waterfront.Kick off your day at Harbourfront Centre, where Skate by the Lake reopens at 10am after a quick ice tune-up—glide for free, rentals extra, then dive into KidSpark's hands-on science fun from the Ontario Science Centre. Families, hit the Winter Maze at 6...
2025-12-1902 minToronto News and InformationToronto's Holiday Hotspots: Glittering Markets, Cozy Concerts, and Comedic ChaosWelcome to Things to Do in Toronto, I’m Oly Bennet, your globe-trotting, sports-obsessed tour guide to the city’s weird, wonderful, and downright epic happenings today in Toronto.Toronto’s rocking that classic early-December vibe: chilly air, cloudy skies, perfect “hot-drink-in-one-hand, adventure-in-the-other” weather. The city’s in full holiday mode—lights everywhere, markets buzzing, and just enough cold to make you feel alive without freezing your eyelashes off.Let’s kick off with today’s standout events. Over at Exhibition Place, the legendary One Of A Kind Christmas Show is wrapping up its 2025 edition, with hundreds of makers...
2025-12-0703 minToronto News and InformationAstronaut Comedy, Anti-Corruption Talks, & Magical Winterfest in TorontoAlright listeners, welcome to Things to Do in Toronto, and wow, what a day to be here! It's Thursday, November 27th, 2025, and Toronto is absolutely buzzing with energy. We're right in that sweet spot where the city is transitioning from fall into full-on holiday mode, and let me tell you, this place is not holding back!Let me hit you with some incredible happenings going down TODAY. First up, if you're into mind-bending entertainment, Chris Hadfield—yes, THE astronaut—is bringing his Generator show to Massey Hall tonight at eight o'clock. This isn't your typical talk. Hadfield's created this...
2025-11-2703 minToronto News and InformationToronto's Festive Frenzy: Holidays, Art, and the Thrill of Winter in the CityWelcome to Things to Do in Toronto! It’s Friday, November 21, 2025, and this is your host, Oly Bennet, reporting in with the wildest energy from the world’s quirkiest metropolis. Toronto’s in classic late-November form today—brisk air that makes you question your life choices before the first cup of coffee, an overcast sky, but spirits are up and the city seems wrapped in that excited, bundle-up vibe as everyone gears up for holiday cheer and downtown dazzle.Let’s start with a quick snapshot of what’s happening today. There’s a flurry of events popping all over town...
2025-11-2104 min
CanadianSME Small Business PodcastThe Power of Resilience: How Businesses Can Thrive in Economic UncertaintyWelcome to the CanadianSME Small Business Podcast, hosted by Maheen Bari. where we explore the strategic financial insights and innovative solutions empowering Canadian entrepreneurs to build lasting wealth. Today, we’re diving into the world of wealth management, focusing on how one of Canada’s fastest-growing independent firms is turning economic turbulence into unprecedented growth.Joining us is Kim Thompson, President at Harbourfront Wealth Management, a leader with over 35 years of senior experience and one of Canada’s WXN Top 100 Most Powerful Women. With 450 employees across 52 branches, Harbourfront is the fastest-growing CIRO firm on the National Bank Indepe...
2025-11-1727 minToronto News and InformationDiscover Toronto's Dazzling November: Distillery Delights, Art Excursions, and Union Station SnacksWelcome, fabulous listeners, to Things to Do in Toronto, where your globe-trotting pal Ollie Bennet serves up everything wild, wonderful, and just plain wacky about this spectacular city! Today’s date is Saturday, November 15, 2025, and Toronto is buzzing with that perfect late-fall energy—think crisp air, auburn leaves swirling around the streetcar tracks, and a sky that can’t decide if it wants to nap or break out the sunglasses. As we roll into Saturday, there’s genuine excitement lighting up each neighbourhood.Whether you’re a culture craver, family fun-chaser, or the type that starts shaking at the word ‘...
2025-11-1503 min
Camões Radio PodcastsHarbourfront Centre's Vision: Free Culture, Self-Sustainability, & The Future | Insights with Vince S01E42
Harbourfront Centre's Vision: Free Culture, Self-Sustainability, & The Future | Insights with Vince S01E42
Go beyond the ice rink! In this engaging episode of Insights with Vince, host Vince Nigro sits down with Tenio Evangelista, the influential President of the Harbourfront Centre, for a deep dive into the heart of Toronto's 10-acre cultural hub. Evangelista, who has been steering the site's transformation for over a decade, clarifies the Centre's core identity: a dynamic "meeting place" and incubator for arts and culture, not just a single gallery.
The Power of Free Programming and Community Access
Discover the Centre's unique...
2025-11-1319 min
The BIG Show with Glenn, Angel and TimRenovations at Harbourfront Centre?On The BIG Show today, we discuss the new 33-storey building plans for Harbourfront! Check out the full article here: https://www.straitstimes.com/singapore/harbourfront-centre-to-close-in-second-half-of-2026-for-makeover-into-33-storey-mixed-use-building Connect with us on Instagram: @kiss92fm @Glennn @angeliqueteo @officialtimoh Producers: @shalinisusan97 @snailgirl2000See omnystudio.com/listener for privacy information.
2025-10-3001 minThe BIG Show with Glenn, Angel and TimRenovations at Harbourfront Centre?On The BIG Show today, we discuss the new 33-storey building plans for Harbourfront! Check out the full article here: https://www.straitstimes.com/singapore/harbourfront-centre-to-close-in-second-half-of-2026-for-makeover-into-33-storey-mixed-use-building Connect with us on Instagram: @kiss92fm @Glennn @angeliqueteo @officialtimoh Producers: @shalinisusan97 @snailgirl2000See omnystudio.com/listener for privacy information.
2025-10-3001 minToronto News and InformationFall Fests, Foodie Finds, and Fab Flicks: Your Toronto Weekend PlannerHey listeners, welcome to Things to do in Toronto! Today’s Friday, September 26, 2025, and Oly Bennet here, reporting live from the city where maple leaves AND taste buds are about to flip out. Toronto’s got that perfect crisp fall air, you know – hoodie weather meets sunglasses season – and the city’s absolutely buzzing because the weekend is about to go off like a goalie in sudden death overtime.The sun’s peeking through with a high of 18°C, so it’s prime walking weather for the epic slate of happenings. First up: the Water/Fall Festival kicks off tonight at...
2025-09-2603 minToronto News and InformationWelcome to Things to Do in Toronto: Bubbles, Art Crawls, and Comedy Nights!Welcome, listeners, to Things to Do in Toronto with your globetrotting pal Oly Bennet! It’s Thursday, September 18th, 2025, and Toronto is buzzing with late-summer energy. The city’s skies are treating us to some glorious sunshine—perfect for wringing every ounce of adventure out of the day. After a rainy week, Torontonians are out and about, patios are packed, and festival season is in full swing.Let’s kick things off with today’s top happenings. If you love sports and a good underdog story, the Rogers Centre hosts the Canadian Futures Showcase, where the hottest up-and-coming baseball t...
2025-09-1804 min
Les Podcasts de CHOQFM 105.1REPORTAGE - À la découverte de l’ouest d’Harbourfront avec la Société d’Histoire de TorontoLa Société d’Histoire de Toronto a invité le public à explorer l’ouest d’Harbourfront lors d’une visite guidée le 14 août. Les participants ont pu découvrir l’évolution de ce secteur du bord du lac et la manière dont il reflète aujourd’hui la diversité et l’accessibilité de la ville.Accompagnés par Paul Overy, guide passionné, les visiteurs ont appris l’histoire de ce quartier emblématique, à travers des anecdotes et des références historiques. (Photo : Annette Minka)
2025-08-1703 minToronto News and InformationExploring Toronto's Vibrant Sunday: Art, Music, and Outdoor AdventuresWelcome to “Things to Do in Toronto” for Sunday, July 13, 2025! Whether you’re a local or just passing through, Toronto is buzzing with energy today, offering something for every taste and age. The city is waking up to a warm and muggy summer day, with mild haze in the air—perfect weather to get outdoors or enjoy the cool indoors if you need a break from the heat[8].Let’s dive into what’s making Toronto tick today. There’s a creative spirit in the air as the 64th annual Toronto Outdoor Art Fair wraps up at Nathan Phillips Squar...
2025-07-1302 min
Soar FinanciallyUS Debt “Titanic” Sinking: Grab Gold Lifeboats! I Jaime CarrascoJaime Carrasco, Senior Portfolio Manager at Harbourfront Wealth Management, joins us for a no-nonsense breakdown of where we are headed: a global credit implosion, the devaluation of fiat currency, and a historic wealth transfer into gold and silver. He explains why 30% of your portfolio should be in precious metals, why silver will outperform gold, and how to protect your assets from the storm that’s already underway.#gold #silver #marketcrash ------------👨💼 Guest: Jaime Carrasco, Senior Portfolio Manager🏢 Company: Harbourfront Wealth🌎 https://www.harbourfrontwealth.com/ 𝕏 @IJCarrasco📅 Recording date: June 26th, 2025-------------------📆 Save the Date 📆DEUTSCHE GOLDMESSE November 14 & 15, 2025 in Frankfurt, Germanywww.deutschegoldmesse.com FREE R...
2025-06-3041 minToronto News and InformationSummer Sizzle in Toronto: Dragon Boats, U2 Day, and Luminato BrillianceWelcome to 'Things to Do in Toronto' on this sunny Sunday, June 15, 2025 As we step into the heart of summer, Toronto is buzzing with energy, perfect weather, and a plethora of exciting events.Today, the city is alive with several notable events that cater to a wide range of interests. If you're looking for a dose of culture and tradition, the **37th Annual Toronto International Dragon Boat Festival** is a must-visit. Taking place along Toronto’s waterfront, this festival features dragon boat races, delicious food vendors, and vibrant cultural performances. It's a great spot to enjoy the city's di...
2025-06-1503 min
The Slow Life - Cozy Stories to Relax and Unwind⚓️ 🚣♂️ At the Harbourfront - The Slow Life Stories - Bedtime Stories for Adults - Calming Stories for Grownups and All AgesWelcome to The Slow Life - A village filled with cozy stories for everyone. This story is called Spring Bake Sale, and it’s about the smell of coffee, helping the animals, and extravagant treats on every table.🇨🇦 These stories are written, edited and narrated by Jennifer Zwicker. ~~~~Benefits of listening to cozy stories or adult bedtime stories with The Slow Life:1. Relaxation and Stress Relief • You want to unwind after a stressful day. • The gentle pacing, soothing tone, and comforting narratives help calm your mind an...
2025-05-3017 min
Writers Off the Page: From the TIFA ArchivesSeamus Heaney: Death of a NaturalistIn this captivating episode of Writers Off the Page: From the TIFA Archives, step back in time to 1990 Toronto and immerse yourself in the lyrical world of Nobel Prize-winning poet Seamus Heaney. The recording captures Heaney in an intimate reading at the Harbourfront Reading Series, where his distinctive Irish voice brings to life some of his most beloved poems, including "Digging," "Follower," and "The Railway Children."Heaney's verse resonates with the earthy cadence of his native countryside, conjuring vivid tableaux of his heritage—his father's calloused hands excavating potatoes from resistant soil, his aunt's practiced movements transforming fl...
2025-05-0231 min
How Canada WorksTrump’s Second Term: Strategies for Investors with Sylvanna Asia, Portfolio Manager at Harbourfront Wealth ManagementIn this episode, we bring you, Sylvanna Asia, to discuss the financial landscape under Donald Trump’s second term. As a key member of the Harbourfront Wealth Management team, Sylvanna provides a unique perspective on how Trump’s economic policies, including tariffs, deregulation, and government efficiency initiatives, could shape market dynamics and investor portfolios. The conversation offers actionable insights into how Harbourfront’s Watermark Private Portfolios team approaches uncertainty, emphasizing the importance of diversification and a disciplined investment strategy.
Sylvanna highlights the nuanced factors influencing various asset classes, from equities and fixed income to private market securities. The ep...
2024-12-0540 minToronto News and InformationPodcast Episode Title: A Bustling Toronto: Festivals, Farmers Markets, and Fall FestivitiesWelcome to 'Time IN Toronto' on this beautiful Thursday, September 19, 2024 Today, Toronto is buzzing with excitement as the fall season begins to set in, bringing crisp air and a hint of cooler temperatures. The city's air quality is looking good, making it a perfect day to get out and enjoy all that Toronto has to offer.First off, let's dive into some of the key events happening today. For culture enthusiasts, the **Toronto International Festival of Authors** kicks off today at the Harbourfront Centre, featuring 11 days of conversations, readings, and performances that celebrate literature from around the world.
2024-09-1902 min
Paddling Adventures RadioEpisode 443: Alan Drummond talks about life, marshmallows, Toronto Harbourfront, paddling with your partner and moreEpisode 443 ~ August 15, 2024
Podcast Info / Topics
Alan Drummond guest hosts this week and talks on a variety of topics including life, marshmallows, Toronto Harbourfront, what it is like paddling with your partner, and a whole lot more.
2024-08-151h 20How Canada WorksWhy Financial Advisors Leave Big Financial Institutions, with Ashley Morais Investment Advisor (Mutual Fund Restricted) at Harbourfront Wealth ManagementWelcome to the second episode of How Canada Works! Our guest today is Ashley Morais, who has had a rich career as a Financial Advisor at several institutions such as TD and RBC Wealth Management. We’re excited to welcome her to the Cherry Hill Private Wealth - Harbourfront Wealth Management team.
With Ashley, we discuss her career trajectory, what deterred her from continuing to work at big financial institutions, why she chose Harbourfront Wealth Management as her new home, client loyalty, the differences between having your wealth managed by a large institution versus a...
2024-07-0433 min.png)
The Ride: Life, Work and WealthSafeguarding Seniors: Navigating the Digital Landscape of Financial Security (Ep 73)Welcome to The Ride: Life, Work, and Wealth podcast, brought to you by Green Private Wealth, a trade name of Harbourfront Wealth Management. In this episode, hosts Kris Dureau and Mike Pakreslis delve into a crucial and timely topic that affects many: protecting seniors from financial abuse in the digital age.
Key Points Discussed:
The impact of technology on managing finances and the increased vulnerability of seniors to fraud and abuse.
The importance of initiating conversations with seniors about various forms of financial abuse, fostering awareness, and creating a supportive environment.
Practical tips for mitigating risks...
2024-03-1312 min
The Insider's Guide To FinanceMaking Waves as One of Canada's Fastest-Growing Wealth Management Firms w. Danny PopescuWe sat down with Danny Popsescu, CEO of Harbourfront Wealth Management. We learn about the struggles he faced when starting a business and how his failures helped him grow.Harbourfront Wealth Management is one of Canada's fastest-growing wealth management firms. The company has a $500-million market evaluation!He shares his process for recruiting quality talent while being an unknown company. Danny provides the current outlook on innovation at Harbourfront and in wealth management.He explains why stocks and bonds are not the only focus...
2023-03-1544 min
StrategyCastEpisode Title 427: Magnetic Messaging with Sandy Gerber of Harbourfront Wealth Management nowGoing beyond simply selling to your audiences to connecting and truly motivating them. Magnetic messaging with Sandy Gerber of Harbourfront Wealth Management on the Integrate & Ignite Marketing Podcast and learn about emotional magnetism.
2022-11-0119 min
Nordic TalksLibrary evolutionWhat do you think of when you hear the word library? Maybe you think of a building full of books - a place to explore other worlds and perspectives. But in the 21st century libraries have become much more than that. They mirror society and reflect the developments occurring in the surrounding world. In some libraries, you can now even borrow a so-called human book – a real human being sitting in front of you sharing their personal story. Sounds exciting, right?
In this episode, we explore the unifying power of libraries and discover why some people consider th...
2022-06-2924 min
Walking in PlaceHarbourfrontYou might, like I used to, think of the Harbourfront as a cold, cement, condo neighbourhood. Ok, that last part is true, but there is so more much life, warmth, and nature (!) than you might expect. Let me show you the parts of the Harbourfront you can't see from Queen's Quay W, and learn some of Toronto's waterfront history while we're at it. Walk info:Walk length: 2 hours with the stops Walkability: flat, ramps availableFirst stop: Sugar Beach Last stop: Ireland Park--------------------------------- Sources hereTranscript here...
2022-05-1338 min
Explore with VandanaRajBhatt- All about Travel, Hotels and RestaurantsEnchanting and lively Toronto HarbourFront!Toronto Harbourfront is always lively, whether its winter or summer. During summer it holds multiple events, fairs, and activities and in winter its loved by people who want to come out to skate. Hundreds of people gather at Harborfront Centre to ring in the New Years every year. It was a warm day, snow had all melted. But when temperatures dip down to freeze the lake, you would find a different type of beauty in this place.
2022-01-1901 min
Harbourfront TechnologiesTrend-Following Trading System, Quantitative Trading In PythonIn a previous post, we demonstrated the mean-reverting and trending properties of SP500. We subsequently developed a trading system based on the mean-reverting behavior of the index. In this installment, we will develop a trend-following trading strategy.
http://tech.harbourfronts.com/trend-following-trading-system-quantitative-trading-in-python/
2021-05-0601 min
Harbourfront TechnologiesMean - Reverting Trading System - Quantitative Trading In PythonWe develop a simple trading system exploiting the mean-reverting behaviour of the SP500 market index. To generate buy and sell signals, we will use simple moving averages as noise filters. Since we know that the SP500 is mean-reverting in a short term, we will use short-term moving averages.
http://tech.harbourfronts.com/mean-reverting-trading-system-quantitative-trading-in-python/
2021-04-2701 min
Harbourfront TechnologiesAutocorrelation Properties of SP500-Quantitative Trading in PythonWe are going to examine the mean-reverting and trending properties of SP500 directly using the autocorrelation functions. We do so with the goal of designing quantitative trading systems on stock indices.
http://tech.harbourfronts.com/autocorrelation-properties-of-sp500-quantitative-trading-in-python/
2021-04-0102 min
Harbourfront TechnologiesHow to Determine Implied Dividend Yield-Derivative Valuation in ExcelWe discuss ways to determine the dividend yield accurately. We use traded options to determine the implied dividend yield. Specifically, if the options are of European-style exercise, then we can use the put-call parity to create a synthetic single stock future.
http://tech.harbourfronts.com/how-to-determine-implied-dividend-yield-derivative-valuation-in-excel/
2021-03-0602 min
Harbourfront TechnologiesExponentially Weighted Historical Volatility In ExcelWe use the Exponential Weighted (EW) historical volatility that assigns bigger weights to the recent returns, and smaller weights to the past ones. The EWHV is more responsive than the equally weighted historical volatility. Also, the decline of the EWHV from its peak is smoother than that of the equally weighted HV.
http://tech.harbourfronts.com/exponentially-weighted-historical-volatility-in-excel-volatility-analysis-in-excel/
2021-03-0502 min
Harbourfront TechnologiesModern Portfolio Theory - Effect Of Diversification On The Optimal PortfolioWe are going to perform some numerical experiments. Specifically, we are going to use the portfolio optimization program developed in the previous post in order to study the effect of diversification.
http://tech.harbourfronts.com/modern-portfolio-theory-effect-of-diversification-on-the-optimal-portfolio-portfolio-management-in-python/
2021-02-1402 min
Harbourfront TechnologiesModern Portfolio Theory-Searching For the Optimal Portfolio-Portfolio Management in PythonWe are going to search for the optimal portfolio, i.e. one that has the highest risk-adjusted return. To do so, we will maximize the portfolio’s Sharpe ratio. The Sharpe Ratio is a financial metric that helps investors determine the return of an investment compared to its risk. The higher the Sharpe Ratio of a portfolio, the better it is in terms of risk-adjusted return.
http://tech.harbourfronts.com/modern-portfolio-theory-searching-for-the-optimal-portfolio-portfolio-management-in-python/
2021-01-2602 min
The BMW Podcast | Changing Lanes#040 The most spectacular city race tracks| BMW PodcastAt 200 km/h, the BMW races across the road, closely followed by its competitors, and then takes the bend. The overwhelming skyscrapers and the glittering lights of Hong Kong pass him by. Besides the Central Harbourfront Circuit in Hong Kong, there are numerous exciting race tracks in the middle of the city. Monaco, Singapore, Macau… need we say more? In this episode of Changing Lanes, the official podcast of BMW, we tell you about six spectacular tracks around the world.
00:50 Marina Bay Street Circuit in Singapore
02:00 Circuit de Monaco
03:35 Brooklyn Street Circuit in the USA
04:40 Guia Circuit in Macau
05:35 Baku City...
2020-12-0708 min
Harbourfront TechnologiesModern Portfolio Theory-Portfolio Management in PythonHarry M. Markowitz is the founder of Modern Portfolio Theory (MPT) which originated from his 1952 essay on portfolio selection. In this post, we are going to provide a concrete example of implementing MPT in Python. Our portfolio consists of 3 Exchange Traded Funds (ETF): SPY, TLT, and GLD which track the S&P500, long-term Treasury bond, and gold respectively.
http://tech.harbourfronts.com/trading/modern-portfolio-theory-portfolio-management-python/
2020-12-0502 min
Harbourfront TechnologiesStatistical Analysis of an ETF Pair-Quantitative Trading In PythonPair trading, or statistical arbitrage, is one of the oldest forms of quantitative trading. We are going to present some relevant statistical tests for analyzing the Australia/Canada pair. We chose this pair because these countries’ economies are tied strongly to the commodity sector, therefore they share similar characteristics and could be a good candidate for pair trading
http://tech.harbourfronts.com/trading/statistical-analysis-etf-pair-quantitative-trading-python/
2020-12-0102 min
Harbourfront TechnologiesDerivative Valuation ServicesWe are a boutique financial service firm specializing in quantitative analysis, derivative valuation and risk management. Our clients range from asset management firms to industrial, non-financial companies. Our services include: Valuation of financial derivatives such as convertible bonds, mortgage backed securities, variance swaps, credit default swaps, collateral debt obligation
http://tech.harbourfronts.com/
2020-11-1401 min
Harbourfront TechnologiesForecasting Implied Volatility with ARIMA Model-Volatility Analysis in PythonIn a previous post, we presented theory and a practical example of calculating implied volatility for a given stock option. In this post, we are going to implement a model for forecasting the implied volatility. Specifically, we are going to use the Autoregressive Integrated Moving Average (ARIMA) model to forecast the volatility index VIX.
http://tech.harbourfronts.com/trading/forecasting-implied-volatility-arima-model-volatility-analysis-python/
2020-11-0102 min
Harbourfront TechnologiesForecasting Volatility With GARCH Model-Volatility Analysis in PythonIn a previous post, we presented an example of volatility analysis using Close-to-Close historical volatility. In this post, we are going to use the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model to forecast volatility.
http://tech.harbourfronts.com/trading/forecasting-volatility-garch-model-volatility-analysis-python/
2020-10-2601 min
Harbourfront TechnologiesImplied Volatility Of Options-Volatility Analysis in PythonThere are two types of volatility: historical volatility and implied volatility. In a series of previous posts, we presented methods and provided Python programs for calculating historical volatilities. In this post, we are going to discuss implied volatility and provide a concrete example of implied volatility calculation in Python.
http://tech.harbourfronts.com/trading/implied-volatility-options-volatility-analysis-python/
2020-09-2702 min
Harbourfront TechnologiesHow to Calculate Stock Beta in Excel-Replicating Yahoo Stock BetaIn a previous post, we presented a method for calculating a stock beta and implemented it in Python. In this follow-up post, we are going to implement the calculation in Excel. We continue to use Facebook as an example.
http://tech.harbourfronts.com/trading/calculate-stock-beta-excel-replicating-yahoo-stock-beta/
2020-09-1101 min
Harbourfront TechnologiesValuation of Callable Putable Bonds-Derivative Pricing in PythonWe are going to discuss valuation of a callable bond. We chose the Hull-White model to describe the interest rate dynamics. We then use a Python program to build a trinomial tree for the risk-free rates
http://tech.harbourfronts.com/derivatives/valuation-callable-puttable-bonds-derivative-pricing-python/
2020-08-3104 min
Harbourfront TechnologiesValuation of Warrants-Derivative Pricing in PythonA warrant is a financial derivative instrument that is similar to a regular stock option except that when it is exercised, the company will issue more stocks and sell them to the warrant holder. The valuation of warrants is similar to the valuation of stock options except that the effect of dilution should be considered.
http://tech.harbourfronts.com/derivatives/valuation-warrants-derivative-pricing-python/
2020-08-1904 min
Harbourfront TechnologiesPerformance Share Units-Derivative Valuation in PythonPerformance share units are hypothetical share units that are granted to you based mainly on corporate and/or individual performance. Structurally, they are very similar to restricted stock units except these are more focused on your performance. They are designed to mirror share ownership and you will generally be granted additional units having the same value as dividends being paid on the regular shares
http://tech.harbourfronts.com/derivatives/performance-share-units-derivative-valuation-python/
2020-08-0802 min
Harbourfront TechnologiesEmployee Stock Options-Derivative Pricing in PythonValuation of Employee Stock Options is different from regular stock options. In this post, we are going to implement the approach proposed by Hull and White. Specifically, we are going to implement the vesting and forfeiture rate features. Other features can also be implemented without difficulty
http://tech.harbourfronts.com/derivatives/employee-stock-options-derivative-pricing-python/
2020-08-0302 min
Harbourfront TechnologiesValuing American Options Using Monte Carlo Simulation –Derivative Pricing in PythonWe are going to present a method for valuing American options using Monte Carlo simulation. This method will allow us to implement more complex option payoffs with greater flexibility, even if the payoffs are path-dependent. Specifically, we use the Least-Squares Method of Longstaff and Schwartz in order to take into account the early exercise feature. The stock price is assumed to follow the Geometrical Brownian Motion.
http://tech.harbourfronts.com/derivatives/valuing-american-options-using-monte-carlo-simulation-derivative-pricing-python/
2020-07-3002 min
Harbourfront TechnologiesGarman-Klass-Yang-Zhang Historical Volatility Calculation – Volatility Analysis in PythonWe present an extension of the Garman-Klass volatility estimator that also takes into consideration overnight jumps. Garman-Klass-Yang-Zhang (GKYZ) volatility estimator consists of using the returns of open, high, low, and closing prices in its calculation. It also uses the previous day’s closing price.
http://tech.harbourfronts.com/trading/garman-klass-yang-zhang-historical-volatility-calculation-volatility-analysis-python/
2020-07-2801 min
Downtown Lowdown with Downtown Halifax Business CommissionEpisode 29: Guest Jenny Nodelman, Marketing and Events Officer at the Maritime Museum of the AtlanticJenny Nodelman, Marketing and Events Officer at the Maritime Museum of the Atlantic. Plus, on Biz Buzz today, we’ll talk discuss what’s new, what’s newly re-open, and what’s happening Downtown. Paul MacKinnon, CEO of Downtown Halifax Business Commission, will give us an update on Bedford Row, the Peace and Friendship Park, and the Department of Education’s back to school announcement and how it affects Downtown.
Producers:
Ivy Ho and Allana MacDonald Mills
Downtown Halifax Business Commission (DHBC)
104-1546 Barrington Street
Halifax, Nova Scotia, B3J 3X7
...
2020-07-2854 min
Artists At Home: Keeping Busy During QuarantineEpisode Nine: Mary-Margaret AnnabOn today's episode, we talk with Mary-Margaret Annab, multi-disciplinary artist and current Production Coordinator at Harbourfront Centre, about making theatre during the pandemic. We talk about the problems theatre artists face in the midst of re-opening, the experience of making online content, and the mental impact this pandemic has on artists.
Mary-Margaret Annab is a multi-disciplinary artist and youth arts educator based in Toronto, Ontario. A graduate of York University’s BFA Production program, she currently works as a Production Coordinator at the Harbourfront Centre and as a teacher with studios across the GTA. She...
2020-07-2040 min
Harbourfront TechnologiesGarman-Klass Volatility Calculation – Volatility Analysis in PythonIn the previous post, we introduced the Parkinson volatility estimator that takes into account the high and low prices of a stock. In this follow-up post, we present the Garman-Klass volatility estimator that uses not only the high and low but also the opening and closing prices.
http://tech.harbourfronts.com/trading/garman-klass-volatility-calculation-volatility-analysis-python/
2020-07-0101 min
Harbourfront TechnologiesParkinson Historical Volatility Calculation – Volatility Analysis in PythonA disadvantage of using the CCHV is that it does not take into account the information about intraday prices. The Parkinson volatility extends the CCHV by incorporating the stock’s daily high and low prices.
http://tech.harbourfronts.com/trading/parkinson-historical-volatility-calculation-volatility-analysis-python/
2020-06-3001 min
WorkInCulture Success StoriesPivoting with the TimesTim Walker, Manager of School Visits Programs for Harbourfront Centre discusses the challenges and silver linings that arts organizations are faced with during the pandemic - and how to pivot with the times.Tim Walker completed his Bachelor of Arts Honours degree at the University of Toronto in Geography and Sociology. He went on to complete his Bachelor of Education at Trent University, and completed his Masters of Education at York University. When he is not managing the School Visits team, he serves on the Board of Directors for PAONE (Professional Arts Organization Network for Education) and S...
2020-06-2924 minDowntown Lowdown with Downtown Halifax Business CommissionEpisode 27: Downtown Halifax Covid 19 Report 15, June 19, 2020 - Jeff Ransome, General Manager of the Halifax Marriott Harbourfront HotelA conversation with Jeff Ransome, General Manager of the Halifax Marriott Harbourfront Hotel – a 352-room, four-diamond hotel located directly on the boardwalk overlooking the Halifax Harbour. Jeff will talk to us about how the Marriott Harbourfront has coped with the pandemic and he’ll also give us his take on the pandemic’s impact on the hotel industry as a whole.
Paul MacKinnon, CEO of Downtown Halifax Business Commission, will give us updates on DHBC’s virtual AGM and latest advocacy efforts.
We’ll also review what businesses have been doing since the Nova Scotia government...
2020-06-2347 min
StageworthyPlayME Podcast: Laura Mullin & Chris TolleyChris Tolley is a writer, director and producer, and the Co-Artistic Director of Expect Theatre. After graduating from York University he teamed up with Laura Mullin, and together they have created award-winning multi-disciplinary productions that have toured across Canada and the US.
Chris’ work has been nominated for five Dora Awards in the General Theatre category, and has been shortlisted twice for the Toronto Arts Foundation Awards. In 2006 both Chis and Laura won Harbourfront Centre’s inaugural FreshGround commissioning award.
His most notable works include Romeo/Juliet REMIXED (Toronto and Philadelphia), STATIC (World Stage Festival) and...
2020-05-1943 min
Harbourfront TechnologiesClose-to-Close Historical Volatility Calculation – Volatility Analysis in PythonIn this post, we are going to discuss historical volatilities of a stock in more details. There are various types of historical volatilities such as close to close, Parkinson, Garman-KIass, Yang-Zhang, etc. Here we will discuss the close-to-close historical volatility. It’s observed that the volatility is a mean-reverting process.
http://tech.harbourfronts.com/trading/close-close-historical-volatility-calculation-volatility-analysis-python/
2020-04-3002 min
Harbourfront TechnologiesWhat is Stock Beta and How to Calculate Stock Beta in PythonIn finance, beta measures a stock’s volatility with respect to the overall market. It is used in many areas of financial analysis and investment, for example in the calculation of the Weighted Average Cost of Capital, in the Capital Asset Pricing Model and market-neutral trading. In this post, we present a concrete example of calculating the beta of Facebook, a technology stock. As for the market benchmark, we utilize SPY.
http://tech.harbourfronts.com/trading/stock-beta-calculate-stock-beta-python/
2020-04-2502 min
Harbourfront TechnologiesCorrelation Between the VVIX And VIX IndicesThe VIX index is an important market indicator that everyone is watching. VVIX, on the other hand, receives less attention. In this post, we are going to take a look at the relationship between the VIX and VVIX indices.
http://blog.harbourfronts.com/2020/03/25/correlation-vvix-vix-indices/
2020-03-2601 min
Harbourfront TechnologiesValue At Risk Financial Risk Management In PythonValue at risk (VaR) is a measure of the risk of loss for investments. It estimates how much a set of investments might lose (with a given probability), given normal market conditions, in a set time period such as a day. The method presented in this post is suitable for calculating the VaR in a normal market condition. More advanced approaches such as Expected Tail Loss have been developed that can better take into account the tail risk.
http://tech.harbourfronts.com/risk-management/value-risk-financial-risk-management-python/
2020-03-1702 min
Harbourfront TechnologiesValuing European Options Using Monte Carlo Simulation- Derivative Pricing in PythonTo price the options, we first simulate the price paths using the following Stochastic Differential Equation. The simulation is carried out until the options’ maturity. We then apply the terminal payoff functions and calculate the mean values of all the payoffs. Finally, we discount the mean values to the present and thus obtain the option values.
http://tech.harbourfronts.com/derivatives/valuing-european-options-using-monte-carlo-simulation-derivative-pricing-python/
2020-02-0702 min
Harbourfront TechnologiesBlack - Scholes - Merton Option Pricing Model - Derivative Pricing In PythonIn this post, we focus on the implementation of the Black-Scholes-Merton option pricing model in Python. Closed-form formula for European call and put are implemented in a Python code. We compare the results to the ones obtained by using third-party software and notice that they are in good agreement.
http://tech.harbourfronts.com/derivatives/black-scholes-merton-option-pricing-model-derivative-pricing-python/
2020-02-0101 min
Harbourfront TechnologiesValuing A Convertible Bond - Derivative Pricing In PythonIn a previous post, we presented a theoretical framework for pricing convertible bonds and preferred shares. We also provided an example of pricing a convertible bond in Excel. In this installment, we present an example of pricing a convertible bond in Python.
http://tech.harbourfronts.com/derivatives/valuing-convertible-bond-derivative-pricing-python/
2019-12-3001 min
Harbourfront TechnologiesHow Will Negative Interest Rates Affect Derivative Pricing Models?As negative interest rates started popping up around the world, quantitative analysts and traders have been asking a mundane but fundamental question: How to price trillions of dollars of financial instruments when their complex pricing models don’t work with negative numbers?
http://tech.harbourfronts.com/derivatives/how-negative-interest-rates-affect-derivative-pricing-models/
2019-12-2102 min
Mind The Gap by FreshchatLast week in startups - India - Mind the Gap NewsOne of the biggest funding this week was raised by online reseller network Meesho, gaining $125 Mn in a round led by Naspers, with participation from Facebook and existing investors SAIF, Sequoia, Shunwei Capital, RPS and Venture Highway. This fund raise will help it to make deeper inroads in areas outside India’s major metro regions, by creating more entrepreneurs, and as a result, reaching remote customers not serviced by traditional e-commerce marketplaces. Also, rumours are rife that the Japanese conglomerate is reportedly looking to invest $200 Mn in the company as well.
Another major round was raised by ShareChat, ad...
2019-08-2100 min
Mind The Gap by FreshchatLast week in startups - India - Mind the Gap NewsThis week US-based ecommerce company eBay is investing $160 Mn in Indian ecommerce company, Paytm Mall, valued at $2.86 Bn post-investment. According to the Ministry of Corporate Affairs filings accessed by Inc42, Paytm E-commerce private limited is issuing 1,28,028 equity shares at a price of $1,249.73 per share to eBay Singapore Service Pvt Ltd.
Further, Bengaluru-based digital payments company PhonePe received INR 697.9 Cr ($101.5 Mn) equity infusion from its Singapore-based parent, PhonePe Private Limited Singapore. Interestingly, the investment has come after PhonePe founders— Rahul Chari Vardha and Sameer Nigam— increased their equity stake in the company. In April, Vardha picked up 1.67 Mn equi...
2019-08-0700 min
Harbourfront TechnologiesA Simple Hedging System with Time ExitThis installment is a follow-up to the previous one on a simple system for hedging long exposure during a market downturn. It was inspired by a research paper on the power-law behaviour of the equity indices.
http://blog.harbourfronts.com/2018/07/27/simple-hedging-system-time-exit/
2019-06-1602 min
Harbourfront TechnologiesVIX Mean Reversion After a Volatility SpikePreviously we showed that the spot volatility index, VIX, has a strong mean reverting tendency. In this follow-up installment we’re going to further investigate the mean reverting properties of the VIX. Our primary goal is to use this study in order to aid options traders in positioning or hedging their portfolios.
http://blog.harbourfronts.com/2018/04/29/vix-mean-reversion-volatility-spike/
2019-06-0802 min
Harbourfront TechnologiesA Simple System For Hedging Long PortfoliosWe present a trading system with the goal of using it as a hedge for long equity exposure. To this end, we test a simple, short-only momentum system.
http://blog.harbourfronts.com/2018/03/31/simple-system-hedging-long-portfolios/
2019-06-0102 min
Harbourfront TechnologiesIs a 4% Down Day a Black Swan?In February of last year , the SP500 experienced a drop of 4% in a day. We ask ourselves the question: is a one-day 4% drop a common occurrence?
http://blog.harbourfronts.com/2018/02/28/4-day-black-swan/
2019-05-2501 min
Harbourfront TechnologiesMean Reverting and Trending Properties of SPX and VIXIn the previous post, we looked at some statistical properties of the empirical distributions of spot SPX and VIX. In this post, we are going to investigate the mean reverting and trending properties of these indices. To do so, we are going to calculate their Hurst exponents.
http://blog.harbourfronts.com/2017/12/29/mean-reverting-trending-properties-spx-vix/
2019-05-1801 min
Harbourfront TechnologiesStatistical Distributions of the Volatility IndexVIX related products (exchange traded notes, futures and options) are becoming popular financial instruments for both hedging and speculation. The volatility index VIX was developed in the early 90’s. In its early days, it led the derivative markets. Today the dynamics has changed. Now there is strong evidence that the VIX futures market leads the cash index. In this installment we are going to look at some statistical properties of the spot VIX index. We used data from January 1990 to May 2017.
http://blog.harbourfronts.com/2017/11/30/statistical-distributions-volatility-index/
2019-05-0501 min
Harbourfront TechnologiesAre Short Out-of-the-Money Put Options Risky? Part 2: Dynamic CaseThis installment is the continuation of the previous one on the riskiness of out-of-the-money vs. at-the-money short put options and the effect of leverage on the risk measures. Here we’re going to perform similar studies with the only exception that from inception until maturity the short options are dynamically hedged. The simulation methodology and parameters are the same as in the previous study.
http://blog.harbourfronts.com/2017/09/28/short-money-put-options-risky-part-2-dynamic-case/
2019-04-2802 min
Harbourfront TechnologiesAre Short Out-of-the-Money Put Options Risky?We quantify and compare the risks of short out-of-the-money and at-the-money put options. We do so by performing Monte Carlo simulations and calculating the Value at Risk (VaR at 95% confidence interval) and variance of the return distribution.
http://blog.harbourfronts.com/2017/08/23/are-short-out-of-the-money-put-options-risky/
2019-04-2503 min