Predictive Modelling


I can model a quantitative trend and forecast it into the future. This assists with predicting the price of an investment instrument (to assist with buy or sell decisions); or to predict the future state of a system, such as an economy, the operations of a business or a natural setting. Below I outline what tools I can use to achieve this.


I have an advanced method in mind:

This method above captures long-term trends as well as short-term trends. I can implement this analysis for a time-series of your choosing (for example, a fund on, or from data that you provide), and provide two or three graphs of the forecast, with a steady-state smooth trendline. This product would take about 8–12 hours to set up, and then we could automate it on a daily schedule, for about 3–4 hours per month.

This method integrates multiple variables, to interact in a system of time-series equations. The model lets us predict multiple variables simultaneously. The root mean squared error is minimized across the equations I think. This method is necessary when there are multiple variables, for example, an economy, or the influence on stock prices. However, I think it only works when the period (frequency) for each variable is the same. I am interested in applying this method in a project.

I can use a social accounting matrix (SAM) to study the effect of an injection in an economy, across various industries. I only have about 25 hours of work experience with this so far. I am keen on learning about CGE modelling.

I have tutored Dynamic Optimization to Masters and PhD students at the University of Cape Town. I own a copy of Chiang's Elements of Dynamic Optimization. 

This model can be used to find the shadow price of a natural resource over time.

I can consult on a problem, draw up equations, or help to create modelling software for you.

Cryptocurrency bot

I can partner with you in developing an algorithmic cryptocurrency day-trading bot. I have a strategy based on past prices and the Fear and Greed index, but I have not spent time on other exogenous variables or back-testing. At the moment, my lack of capital doesn't really overcome the running cost, including labour. This needs to be a long-term partnership.