1,966 reputation
2832
bio website linkedin.com/in/bjansen
location Netherlands
age 29
visits member for 3 years, 7 months
seen 38 mins ago
  • Quantitative Analyst at Atradius
  • Interested in the combination of Finance and Computer Science

Nov
4
reviewed Leave Open Optimization metric that takes into account number of trades vs expectancy
Nov
4
comment Optimization metric that takes into account number of trades vs expectancy
I'm not sure I understand: you want to have a utility function or metric that increases the number of trades? Or do you want to increase the number of bets made?
Nov
4
reviewed Leave Open Best sources for worldwide balance sheet data?
Nov
4
comment Best sources for worldwide balance sheet data?
@RndmSymbl That question is about online databases. As I understand it anything will do for franic.
Nov
4
answered Black scholes text book
Nov
4
reviewed Reviewed Index creation from multiple time-series and variable weights
Nov
4
comment Index creation from multiple time-series and variable weights
Hi SolitonK, welcome to Quant.SE! What do you mean with the final benchmark index?
Nov
4
reviewed Reviewed What broker/feed/APIsetup allows for recording the most accurate data (cheaply)?
Nov
2
reviewed No Action Needed Any known bugs with Yahoo Finance adjusted close data ?
Nov
1
reviewed Reviewed PDE and Black Scholes problem
Nov
1
reviewed Reviewed AT1 ratio, Core T1 ration and CET1 ratio
Oct
29
reviewed Reviewed Is it important to equalize the minimum price fluctuation in pairs trading?
Oct
28
reviewed No Action Needed Pricing inflation lags
Oct
28
reviewed No Action Needed How trading in currency pair works, underlying techniques and mechanisms
Oct
27
reviewed No Action Needed API-based equity screeners?
Oct
26
reviewed No Action Needed How is stock data objectively different to this random walk?
Oct
26
reviewed No Action Needed Duration calculation for perpetuity with continuous compounding
Oct
26
reviewed Reviewed How literature come up with risk-neutrality problem, considering that market is not really risk-neutral?
Oct
26
comment How literature come up with risk-neutrality problem, considering that market is not really risk-neutral?
Hi zahra, welcome to Quant.SE! It's difficult to follow your question. Can you please revise it.
Oct
26
reviewed Reviewed Uniqueness of equivalent martingale measure in Black Scholes-Model