1,968 reputation
2832
bio website linkedin.com/in/bjansen
location Netherlands
age 29
visits member for 3 years, 6 months
seen 23 mins ago
  • Consultant @ Veneficus
  • Interested in the combination of Finance and Computer Science

Aug
5
revised Popular R packages for Quantitative Finance
Converted to CW, fix spelling.
Aug
4
comment Which size of constant range bar gives the most persistent chart?
Wouldn't that imply that the bar directions are strongly correlated for some range?
Aug
4
comment Popular R packages for Quantitative Finance
This should probably be closed for being overly broad and primarily opinion based. However, a list of popular packages (for R) and their uses can be a great asset for this as a Community Wiki. Would such a list also suit you @SMohan?
Aug
4
comment Handling IQFeed events in Matlab
Hi nooby, welcome to quant.SE! Thanks for asking your question here.
Aug
4
reviewed Reviewed Handling IQFeed events in Matlab
Aug
4
revised Handling IQFeed events in Matlab
Remove courtesy, minor spelling
Aug
4
reviewed No Action Needed Cross-sectional volatility vs temporal volatility
Aug
3
comment How to display stock prediction results?
Hi Mr Anderson, welcome to quant.SE! To be honest, I don't really understand what you want. You will have to be less vague and give some examples.
Aug
2
reviewed Reject suggested edit on Are e-mini markets manipulated?
Aug
2
reviewed No Action Needed Correlation between S&P500 returns and 10y US Treasuries yields
Aug
1
comment Are there providers of delayed market depth data (DOM, Level II, Order-by-Order, etc)?
I ask because that gives more possibilities, if it had to be freely available for anyone the options are much more limited.
Aug
1
comment Are there providers of delayed market depth data (DOM, Level II, Order-by-Order, etc)?
I think an important factor here is whether you're willing to pay for this privilige, are you?
Jul
31
comment Looking for Research Paper on Creation of Currency Baskets
This paper is better but a worse match to your question: research-and-analytics.csfb.com/docView?docid=GaEE3h
Jul
31
comment Looking for Research Paper on Creation of Currency Baskets
Just to be sure: you don't mean this paper: ena.lp.edu.ua:8080/bitstream/ntb/2983/1/110.pdf, do you?
Jul
31
comment law of one price, understanding
Wow, that's a lot of comments. @emcor and user119615 if you could put some of this in your answer and/or the question, that would be great. It's a bit hard to follow now.
Jul
31
reviewed Approve suggested edit on law of one price, understanding
Jul
31
reviewed No Action Needed Analysis of Unbalanced Covered Calls
Jul
30
revised Loading HF stock data into excel
Add disclosure
Jul
30
revised What is the best solution to use QuantLib within Excel?
Add disclosure
Jul
30
comment Why is the equity premium not arbitraged away?
Up-voted, nice change of perspective.