Moeti Ncube
Followers: 0 Following: 0
Proprietary Trader at Nextera Energy. I have an interest in using Matlab to analyse large datasets, run simulations, and algorithmic trading.
Statistics
19 Files
RANK
N/A
of 295,527
REPUTATION
0
CONTRIBUTIONS
0 Questions
0 Answers
ANSWER ACCEPTANCE
0.00%
VOTES RECEIVED
0
RANK
546 of 20,242
REPUTATION
3,173
AVERAGE RATING
4.40
CONTRIBUTIONS
19 Files
DOWNLOADS
38
ALL TIME DOWNLOADS
30850
RANK
of 154,057
CONTRIBUTIONS
0 Problems
0 Solutions
SCORE
0
NUMBER OF BADGES
0
CONTRIBUTIONS
0 Posts
CONTRIBUTIONS
0 Public Channels
AVERAGE RATING
CONTRIBUTIONS
0 Highlights
AVERAGE NO. OF LIKES
Your submissions were downloaded 30 or more times in a month
Awarded to Moeti Ncube on 01 Nov 2019
Publish your first review
Awarded to Moeti Ncube on 09 Oct 2019
Your submissions received 10 five star ratings
Awarded to Moeti Ncube on 09 Oct 2019
Publish your first submission
Awarded to Moeti Ncube on 09 Oct 2019
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),
1 year 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 | 2 downloads |
Submitted
CME group web scraper
Scrapes natural gas options data from the CME group options exchange
9 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
10 years ago | 8 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
11 years ago | 2 downloads |
Submitted
Calibration of Forward Price, Volatility, and Correlations across multiple assets
Calibration of multiple Fwd Prices and Vol Curves
13 years ago | 3 downloads |
Submitted
Heston Model Calibration and Simulation
Calibrated the Heston Model to market Option prices
13 years ago | 1 download |
Submitted
Nonparametric Estimation of Regime Switching Data
Methodology from simulated data without any modeling assumptions
13 years ago | 1 download |
Submitted
Simulation of Forward Curve using PCA (principle component analysis)
Method of simulation forward curves
14 years ago | 1 download |
Submitted
Time Series estimation of Cyclical data process
Procedure for estimation cyclical data
14 years ago | 1 download |
Submitted
Simulation of CEV process
Constant Elasticity of Variance (CEV) process
14 years ago | 2 downloads |
Submitted
Particle Filter comparison with Smoothing Methods
Compares Particle filtering to smoother
14 years ago | 3 downloads |
Submitted
Backtesting Code for Algorithmic Trading Strategy
Code to Backtest trading strategy
14 years ago | 1 download |
Submitted
Particle Smoothing Expectation Maximization Procedure
An estimation technique for time series data. Extension to previous code
14 years ago | 3 downloads |
Submitted
Calibration Method for the Schwartz-Smith Model
A Kalman Smoother Expectation Maximization Procedure
14 years ago | 1 download |
Submitted
Simulation of Schwartz-Smith two Factor model
Replicated results given in Schwartz-Smith paper.
14 years ago | 1 download |
Submitted
Parameter Estimation Technique for general datasets
An estimation procedure for many types of data
14 years ago | 2 downloads |
You can also select a web site from the following list
Americas
- América Latina (Español)
- Canada (English)
- United States (English)
Europe
- Belgium (English)
- Denmark (English)
- Deutschland (Deutsch)
- España (Español)
- Finland (English)
- France (Français)
- Ireland (English)
- Italia (Italiano)
- Luxembourg (English)
- Netherlands (English)
- Norway (English)
- Österreich (Deutsch)
- Portugal (English)
- Sweden (English)
- Switzerland
- United Kingdom(English)
Asia Pacific
- Australia (English)
- India (English)
- New Zealand (English)
- 中国
- 日本Japanese (日本語)
- 한국Korean (한국어)