Moeti Ncube
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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),
2 years ago | 1 download |
Submitted
Several algorithmic trading strategies on the stock ticker SPY
Replication of several trading strategies presented on quantifiedstrategies.com
9 years ago | 1 download |
Submitted
CME group web scraper
Scrapes natural gas options data from the CME group options exchange
10 years ago | 1 download |
Submitted
Historical Hourly Weather Scraper
Scrapes Historical Hourly Weather Data From User Specified Zip Codes
10 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
11 years ago | 1 download |
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
12 years ago | 1 download |
Submitted
Calibration of Forward Price, Volatility, and Correlations across multiple assets
Calibration of multiple Fwd Prices and Vol Curves
14 years ago | 1 download |
Submitted
Heston Model Calibration and Simulation
Calibrated the Heston Model to market Option prices
14 years ago | 5 downloads |
Submitted
Nonparametric Estimation of Regime Switching Data
Methodology from simulated data without any modeling assumptions
14 years ago | 1 download |
Submitted
Simulation of Forward Curve using PCA (principle component analysis)
Method of simulation forward curves
15 years ago | 1 download |
Submitted
Time Series estimation of Cyclical data process
Procedure for estimation cyclical data
15 years ago | 1 download |
Submitted
Simulation of CEV process
Constant Elasticity of Variance (CEV) process
15 years ago | 1 download |
Submitted
Particle Filter comparison with Smoothing Methods
Compares Particle filtering to smoother
15 years ago | 2 downloads |
Submitted
Backtesting Code for Algorithmic Trading Strategy
Code to Backtest trading strategy
15 years ago | 1 download |
Submitted
Particle Smoothing Expectation Maximization Procedure
An estimation technique for time series data. Extension to previous code
15 years ago | 1 download |
Submitted
Calibration Method for the Schwartz-Smith Model
A Kalman Smoother Expectation Maximization Procedure
15 years ago | 1 download |
Submitted
Simulation of Schwartz-Smith two Factor model
Replicated results given in Schwartz-Smith paper.
15 years ago | 1 download |
Submitted
Parameter Estimation Technique for general datasets
An estimation procedure for many types of data
15 years ago | 1 download |
