Moeti Ncube

Last seen: 11 mesi fa | Attivo dal 2010

Followers: 0 Following: 0

Messaggio

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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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),

oltre 3 anni fa | 35 download |

0.0 / 5

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

oltre 10 anni fa | 986 download |

0.0 / 5

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

oltre 10 anni fa | 94 download |

0.0 / 5

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

oltre 11 anni fa | 545 download |

4.0 / 5

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

quasi 12 anni fa | 1393 download |

5.0 / 5

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

quasi 13 anni fa | 1360 download |

0.0 / 5

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

quasi 15 anni fa | 1103 download |

4.0 / 5

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Binary Option Pricing Model
Price Binary Options

oltre 15 anni fa | 694 download |

0.0 / 5

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

oltre 15 anni fa | 6479 download |

4.5 / 5

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

oltre 15 anni fa | 1219 download |

5.0 / 5

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

quasi 16 anni fa | 1525 download |

0.0 / 5

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

quasi 16 anni fa | 599 download |

0.0 / 5

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

quasi 16 anni fa | 893 download |

0.0 / 5

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Particle Filter comparison with Smoothing Methods
Compares Particle filtering to smoother

quasi 16 anni fa | 2782 download |

3.0 / 5

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Backtesting Code for Algorithmic Trading Strategy
Code to Backtest trading strategy

quasi 16 anni fa | 5066 download |

4.0 / 5

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

quasi 16 anni fa | 1418 download |

0.0 / 5

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

quasi 16 anni fa | 1745 download |

5.0 / 5

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

quasi 16 anni fa | 1624 download |

5.0 / 5

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

quasi 16 anni fa | 1465 download |

0.0 / 5