Post 2/4 of the No Gut Feelings Bank series. How much maturity transformation does an SA deposit base license, and is the behaviou...

Post 1/4 of the No Gut Feelings Bank series. I build a behavioural model of non-maturing deposits - current accounts, notice, fixe...

A follow-up to the yield-curve forecasting post. I add inflation, the repo rate, the rand and the VIX to the forecasts in three wa...

Interactive leaderboards, price history, risk metrics, top holdings and index rules for every ETF available on the Easy Equities T...

I raced about twenty forecasting models against each other on SA government bond yield buckets, and the humble random walk turned ...

I built a LightGBM pipeline to pick ETFs for my EE TFSA and it beats the JSE Top 40 by 6–9% annualised. Over-engineered retirement...

A worked Linear Programming example for the bank treasury function using SARB Basel III requirements (LCR, NSFR, CET1). Includes f...