Quant / Researcher / Academic
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University of Cape Town
- Cape Town
- https://orcid.org/0000-0002-4061-2621
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STA4028Z-PortfolioTheory-Code
STA4028Z-PortfolioTheory-Code PublicMATLAB code scripts for STA4028Z
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correlation-emergence-reproducibility
correlation-emergence-reproducibility Public templateCorrelation emergence and the Epps effect in two coupled limit order books (arXiv:2606.14182).
Python
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reaction-boundary-vol-surface-reproducibility
reaction-boundary-vol-surface-reproducibility PublicSimulated Volatility Surface: arXiv/2607.05011
TeX
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trade-sign-memory-price-impact-reproducibility
trade-sign-memory-price-impact-reproducibility PublicTrade Sign Long Memory and the Square Root Law arXiv:2606.16269.
Python
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two-field-spread-reproducibility
two-field-spread-reproducibility PublicReproducibility code and computational supplement for “A Finite Bid–Ask Spread from Replenishment Displaced from the Quote” (arXiv:2610.07985).
Python 1
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frame-covariant-cmb-reproducibility
frame-covariant-cmb-reproducibility Public1+3 covariant CMB anisotropies reproducibility bundle
Python
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