1,968 reputation
2832
bio website linkedin.com/in/bjansen
location Netherlands
age 29
visits member for 3 years, 6 months
seen 10 hours ago
  • Consultant @ Veneficus
  • Interested in the combination of Finance and Computer Science

Sep
3
reviewed Approve suggested edit on What do “Exposure Bounds” mean in Portfolio Optimization?
Sep
3
comment Rate Distortion Minimization in a Python Clustering Algorithm
Would indeed be fun but this is a busy week for me. I'll let you hear something soonish
Sep
3
reviewed Reviewed Copula- AR simulation
Sep
2
comment Option on a dice game
I think the point is to see the first throw as a kind of strike. If I'm right the question is: What is the value for the possibility to get a better roll after the first?
Sep
2
comment What continous adjustment methods are firms using for futures backtesting?
Thank you for your clarification. I've added the comment to your answer to give it more prominence.
Sep
2
revised What continous adjustment methods are firms using for futures backtesting?
Add comment to answer
Sep
1
reviewed No Action Needed HAR-RV, realized GARCH and HEAVY model for realized volatility
Sep
1
reviewed No Action Needed How to test that a distribution has infinite mean?
Aug
31
comment Rate Distortion Minimization in a Python Clustering Algorithm
Thanks, I'll check. I see the PyPI page but pip errors and the links are not useful. Also, PyPI refers to 1.49 while 1.50 is available...
Aug
31
revised How to calculate burnrate?
Spelling
Aug
31
reviewed Excellent Fitting stochastic variance distributions to index return data
Aug
31
reviewed Excellent Option based portfolio insurance in practice
Aug
31
reviewed Satisfactory Non-linear Dynamical Systems and Quantitave Finance
Aug
31
reviewed Satisfactory Opposite of Tail-Risk Hedge (Established Vocabulary)
Aug
31
reviewed Needs Improvement Looking for Research Paper on Creation of Currency Baskets
Aug
31
reviewed Satisfactory How to find optimal look back in quant trading models
Aug
31
reviewed Satisfactory 2 stocks, no shorting vs shorting. (concrete questions, mean-variance)
Aug
31
reviewed Satisfactory CVA number used by Finance Team
Aug
31
reviewed Needs Improvement Sharpe Ratio - my own calculation differs from Yahoo finance, Morningstar
Aug
31
reviewed Excellent Heat/Diffusion Equation