1,966 reputation
2832
bio website linkedin.com/in/bjansen
location Netherlands
age 29
visits member for 3 years, 7 months
seen 3 mins ago
  • Quantitative Analyst at Atradius
  • Interested in the combination of Finance and Computer Science

1h
revised Ho and lee derivation for short rates model
Add closing parenthesis, uncap and at dots.
1d
reviewed No Action Needed What packages are out there to extract trading signals from time series data
1d
reviewed Reviewed Is “eoddata” a good data source?
1d
comment Black scholes OTC
Your post doesn't really answer the question and it seems your affiliated with the website selono.us. Please disclose affiliations and clarify your answer otherwise this seems like spam and that merits deletion.
1d
reviewed Close Applying the Bayesian Information Criterion for Stepwise Selection Algorithms on Time Series
1d
comment Applying the Bayesian Information Criterion for Stepwise Selection Algorithms on Time Series
I really like the question but I agree it's more on-topic there.
2d
comment Is there any way to easily estimate and forecast seasonal ARIMA-GARCH model in any software?
Neat, I added this to the answer as it seems useful for the asker.
2d
revised Is there any way to easily estimate and forecast seasonal ARIMA-GARCH model in any software?
Edited in link to ARIMA-GARCH
2d
comment Is there any way to easily estimate and forecast seasonal ARIMA-GARCH model in any software?
Does MATLAB also support seasonal ARIMA models in combination with GARCH innovations?
Dec
18
reviewed Reviewed TAQ NYSE OpenBook
Dec
17
revised How much less likely is a stop loss to be touched/hit after increasing expected return?
Spelling, $'s
Dec
16
reviewed Looks OK Maximizing utility subject to a wealth constraint
Dec
14
comment Technical Analysis in FX: literature on effective methods
Hi Ocean, welcome to Quant.SE! I've updated your title to make it more informative. I think it can be improved even further so please don't hesitate to do so.
Dec
14
revised Technical Analysis in FX: literature on effective methods
edited title
Dec
14
comment Comparison of actual running time of algorithmic trading software
Hi, these ATS will generally be proprietary and are under constant development. A comparison will be hard to make.
Dec
12
revised Arrow-Debreu Price in “The Volatility Smile and its implied Tree”
Add missing parenthesis and remove courtesy
Dec
11
reviewed Approve Skew in Black Scholes model
Dec
10
revised How to calculate APR on term year
Codify calculator commands
Dec
10
comment How to calculate APR on term year
Hi aprbothersme, welcome to Quant.SE! I made the title less spammy. Please know that this question is in my view borderline off-topic. However, it seems to be CFA or something related and thus in the domain of professionals.
Dec
10
revised How to calculate APR on term year
Remove spammy title