Community Profile

Moeti Ncube

Last seen: 6 months ago | Active since 2010

Followers: 0 Following: 0

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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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Feeds

Submitted

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 months ago | 2 downloads |

Submitted

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

8 years ago | 4 downloads |

Submitted

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

8 years ago | 1 download |

Submitted

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

9 years ago | 2 downloads |

Submitted

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

9 years ago | 2 downloads |

Submitted

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

10 years ago | 4 downloads |

Submitted

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

12 years ago | 2 downloads |

Submitted

Binary Option Pricing Model
Price Binary Options

13 years ago | 1 download |

Submitted

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

13 years ago | 4 downloads |

Submitted

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

13 years ago | 2 downloads |

Submitted

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

13 years ago | 3 downloads |

Submitted

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

13 years ago | 1 download |

Submitted

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

13 years ago | 2 downloads |

Submitted

Particle Filter comparison with Smoothing Methods
Compares Particle filtering to smoother

13 years ago | 2 downloads |

Submitted

Backtesting Code for Algorithmic Trading Strategy
Code to Backtest trading strategy

13 years ago | 2 downloads |

Submitted

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

13 years ago | 3 downloads |

Submitted

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

13 years ago | 6 downloads |

Submitted

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

13 years ago | 3 downloads |

Submitted

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

13 years ago | 2 downloads |