Community Profile

Moeti Ncube

Last seen: 6 mois il y a | Actif depuis 2010

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Proprietary Trader at Nextera Energy. I have an interest in using Matlab to analyse large datasets, run simulations, and algorithmic trading.

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A soumis

Bitcoin Random Number Generator
Pulls the latest Bitcoin block hashes & processes it through a hash function to obtain a binary output (either 0 or 1),

11 mois il y a | 2 téléchargements |

A soumis

Several algorithmic trading strategies on the stock ticker SPY
Replication of several trading strategies presented on quantifiedstrategies.com

environ 8 ans il y a | 4 téléchargements |

A soumis

CME group web scraper
Scrapes natural gas options data from the CME group options exchange

environ 8 ans il y a | 1 téléchargement |

A soumis

Historical Hourly Weather Scraper
Scrapes Historical Hourly Weather Data From User Specified Zip Codes

environ 9 ans il y a | 2 téléchargements |

A soumis

Mean Variance Portfolio Optimization of S&P 500 Stocks
Example Portfolio optimization that can be used for backtesting cross-sectional stock strategies

plus de 9 ans il y a | 5 téléchargements |

A soumis

A simple yet powerful model for simulating spot and forward prices
A novel procedure that can be used for Monte Carlo pricing of commodities

plus de 10 ans il y a | 4 téléchargements |

A soumis

Calibration of Forward Price, Volatility, and Correlations across multiple assets
Calibration of multiple Fwd Prices and Vol Curves

plus de 12 ans il y a | 2 téléchargements |

A soumis

Binary Option Pricing Model
Price Binary Options

presque 13 ans il y a | 1 téléchargement |

A soumis

Heston Model Calibration and Simulation
Calibrated the Heston Model to market Option prices

presque 13 ans il y a | 4 téléchargements |

A soumis

Nonparametric Estimation of Regime Switching Data
Methodology from simulated data without any modeling assumptions

environ 13 ans il y a | 2 téléchargements |

A soumis

Simulation of Forward Curve using PCA (principle component analysis)
Method of simulation forward curves

plus de 13 ans il y a | 3 téléchargements |

A soumis

Time Series estimation of Cyclical data process
Procedure for estimation cyclical data

plus de 13 ans il y a | 1 téléchargement |

A soumis

Simulation of CEV process
Constant Elasticity of Variance (CEV) process

plus de 13 ans il y a | 2 téléchargements |

A soumis

Particle Filter comparison with Smoothing Methods
Compares Particle filtering to smoother

plus de 13 ans il y a | 2 téléchargements |

A soumis

Backtesting Code for Algorithmic Trading Strategy
Code to Backtest trading strategy

plus de 13 ans il y a | 2 téléchargements |

A soumis

Particle Smoothing Expectation Maximization Procedure
An estimation technique for time series data. Extension to previous code

plus de 13 ans il y a | 3 téléchargements |

A soumis

Calibration Method for the Schwartz-Smith Model
A Kalman Smoother Expectation Maximization Procedure

plus de 13 ans il y a | 6 téléchargements |

A soumis

Simulation of Schwartz-Smith two Factor model
Replicated results given in Schwartz-Smith paper.

plus de 13 ans il y a | 3 téléchargements |

A soumis

Parameter Estimation Technique for general datasets
An estimation procedure for many types of data

plus de 13 ans il y a | 2 téléchargements |