1,919 reputation
2830
bio website linkedin.com/in/bjansen
location Netherlands
age 28
visits member for 3 years, 3 months
seen 4 hours ago
  • Consultant @ Veneficus
  • Interested in the combination of Finance and Computer Science

2d
reviewed Reviewed What kind of front end/ gui is used with trading applications?
2d
comment What kind of front end/ gui is used with trading applications?
Hi Xin, welcome to quant.SE! Thank you for your contribution and please don't encourage cross posting. The question as is fits fine here and isn't an actual programming problem so to be honest I doubt it's really on-topic on SO.
2d
comment What software should I use for forex arbitrage?
Can you elaborate on why that is a good choice given his constraints?
2d
reviewed No Action Needed Is “eoddata” a good data source?
2d
reviewed Reviewed Intuition behind American Option pricing
2d
reviewed No Action Needed How does US banks ensure that other country's banks aren't counterfeiting USD?
Aug
27
reviewed No Action Needed Constructing Volatility Smile from Implied Volatility & Delta
Aug
27
comment What software should I use for forex arbitrage?
Hi a20, welcome to quant.SE! I concur with madilyn. are you by any chance trying to arbitrage cryptocurrencies? I'm not sure that would be on-topic but it would certainly change the best way to approach this.
Aug
27
comment Setting entry and exit position in Matlab and computing returns for backtesting purposes
I'm not really clear on what you want to achieve here. You can just calculate the return from open to close? Are you looking for an efficient way to do this? Then you need to give us some data structures.
Aug
27
reviewed No Action Needed Fixed volatility portfolio with max returns creates skewed results
Aug
26
comment CVA/CDVA - Worsened Credit Quality implies profit?
I don't think that's the problem here because Citi's press release explicitly mentions CVA as the cause.
Aug
26
comment Contribute to Finance related projects
Hi user2733436, welcome to quant.SE! Career advice is not on-topic here but I believe nsw's advice is valuable for you. Another idea is to get active on GitHub.
Aug
26
reviewed Reviewed Contribute to Finance related projects
Aug
26
reviewed No Action Needed Implementing A 50/50 Prediction Model Strategy
Aug
25
awarded  Nice Question
Aug
25
revised CVA/CDVA - Worsened Credit Quality implies profit?
Add balance sheet example
Aug
25
reviewed No Action Needed Intermarket analysis - related time series?
Aug
25
reviewed Reviewed Art market specificities
Aug
25
comment CVA/CDVA - Worsened Credit Quality implies profit?
I'll try to add some stuff later today.
Aug
24
answered CVA/CDVA - Worsened Credit Quality implies profit?