1,996 reputation
2832
bio website linkedin.com/in/bjansen
location Netherlands
age 29
visits member for 3 years, 8 months
seen 2 hours ago
  • Quantitative Analyst at Atradius
  • Interested in the combination of Finance and Computer Science

Jan
5
comment Is there any thing out there as a substitute for KDB?
Hi MK Lee, what do you mean by 'her' in 'With her simple messages'?
Jan
5
comment Investment: Bond vs Equity
I'd say that yield should be interpreted as total return here. Always ask for a clear definition of the terms in trick questions ;) Otherwise, I agree.
Jan
5
answered Investment: Bond vs Equity
Jan
4
reviewed Close Portfolio Optimization with Monte Carlo Simulation - How to do it with Excel?
Jan
4
comment Portfolio Optimization with Monte Carlo Simulation - How to do it with Excel?
Hi nouveau, welcome to Quant.SE, as vonjd points out you have to show more effort to be on-topic here.
Jan
2
comment Multicasting with FIX
Hi user, welcome to Quant.SE! A quick glance tells me this is a useful answer but it would be great if you could elaborate for a bit. Do you have any experience with this?
Jan
2
reviewed No Action Needed Is “eoddata” a good data source?
Jan
2
reviewed Reviewed Scan for chart patterns software
Jan
2
revised Null and Alternative hypothesis for multiple linear regression
Fix Latex
Dec
30
reviewed No Action Needed Using central limit theorem to test whether population average return is the same, before and after the recession
Dec
30
revised How to simulate stock prices with a Geometric Brownian Motion?
Remove dots
Dec
29
revised Aren't Technical Indicators calculated on Adjusted Close Price?
rolled back to a previous revision
Dec
29
reviewed Reviewed How market making in Index options is done?
Dec
28
comment Probability distribution and Stock Price Movement
Sorry, I can't make much sense of it. Maybe you can try to restate your problem.
Dec
27
comment Probability distribution and Stock Price Movement
Hi Javeria Iqbal, I'm not sure what you mean. As you surely know the normal distribution has support on the whole real line. You can truncate the distribution but then it's not the normal distribution any more. Can you clarify.
Dec
27
comment $\frac{1}{p(T_{i-1},T_i)}(A-p(T_{i-1},T_i))^+$ at time $T_i$ is equivalent to a payment of $(A-p(T_{i-1},T_i))^+$ at time $T_{i-1}$
Don't worry, I see you have your answer :)
Dec
27
revised Best simplified way to model volatility in returns of an investment in a risky fixed income asset
Add Latex remove courtesy
Dec
27
answered How to calculate the probability of 2 options ending in money with different expiration dates?
Dec
27
comment Aren't Technical Indicators calculated on Adjusted Close Price?
Whether Y!Finance is wrong is not a matter of opinion. Sometimes it just is wrong as pointed out by vonjd, Matt Wolf and chrisaycock. I believe the important lesson here is: don't rely on the data provided by Yahoo, it might be best but it's not perfect. Satisfaction guaranteed, or your money back. By the way: it seems to me that data quality is not the topic of this question and vonjd deserves his bounty.
Dec
27
comment $\frac{1}{p(T_{i-1},T_i)}(A-p(T_{i-1},T_i))^+$ at time $T_i$ is equivalent to a payment of $(A-p(T_{i-1},T_i))^+$ at time $T_{i-1}$
Can you define the variable names you are using? It will make the question much more clear.