1,918 reputation
2830
bio website linkedin.com/in/bjansen
location Netherlands
age 28
visits member for 3 years, 4 months
seen 26 mins ago
  • Consultant @ Veneficus
  • Interested in the combination of Finance and Computer Science

Aug
30
comment How much correlation between alpha and forward returns can be considered good
This is mostly from the top of my head with a bit of help of the CFA curriculum. The book itself is a tome, I probably have forgotten some stuff. If I remember again I will edit.
Aug
30
answered How much correlation between alpha and forward returns can be considered good
Aug
30
revised Rate Distortion Minimization in a Python Clustering Algorithm
Unblock quote code, break lines.
Aug
30
comment Rate Distortion Minimization in a Python Clustering Algorithm
@benjaminmgross I'm interested in this question. Can you put the data back on Dropbox?
Aug
30
comment Rate Distortion Minimization in a Python Clustering Algorithm
Pycluster seems to be gone from PyPI but a .tar.gz can be found here: filewatcher.com/m/Pycluster-1.50.tar.gz.271532-0.html
Aug
29
comment What is the Swap Curve?
Hi Bruno, welkome to quant.SE! Can you be a bit more explicit? For Someren unfamiliar with these concept iT can be hard to get the complete picture. If you combine the definitions with your understanding I believe you can give a great answer to this question.
Aug
29
reviewed No Action Needed Black-Scholes fastest computation method
Aug
29
reviewed Reviewed Earnings Quality for a large group of stocks
Aug
29
comment What continous adjustment methods are firms using for futures backtesting?
Hi SpzToid, welcome to Quant.SE! Can you elaborate on this paper a bit, why do you think it's good?
Aug
29
reviewed Reviewed What continous adjustment methods are firms using for futures backtesting?
Aug
29
reviewed Reviewed VIX intraday data
Aug
29
reviewed No Action Needed Conversion factor for bonds
Aug
28
revised cva wiki excerpt
Could be unilateral
Aug
28
wiki created cva description
Aug
28
wiki created cva excerpt
Aug
28
reviewed Approve suggested edit on What makes investors risk averse?
Aug
28
reviewed No Action Needed What makes investors risk averse?
Aug
28
reviewed Reviewed What kind of front end/ gui is used with trading applications?
Aug
28
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.
Aug
28
comment What software should I use for forex arbitrage?
Can you elaborate on why that is a good choice given his constraints?