About this blog

Author Affiliation GitHub
N.F. Katzke. Prescient Securities https://github.com/nicktz

See Author Bio Here.


This blog is used as a means of sharing some real world problems - and solutions + code to solve them.

I am a senior quantitative analyst and part-time lecturing in financial econometrics and time-series statistics. I have 8 years working experience, having consulted to Central Banks (South Africa, Nigeria), private and public institutions, been a quant on the buy- and sell-side and lectured post-graduate courses at Stellenbosch University. I have also supervised more than 15 students’ theses, and have published 4 papers in US, UK and SA journals.

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Text and figures are licensed under Creative Commons Attribution CC BY 4.0. The figures that have been reused from other sources don't fall under this license and can be recognized by a note in their caption: "Figure from ...".