1,937 reputation
2831
bio website linkedin.com/in/bjansen
location Netherlands
age 29
visits member for 3 years, 5 months
seen 7 hours ago
  • Consultant @ Veneficus
  • Interested in the combination of Finance and Computer Science

Aug
19
revised what kind of test for volatility and where find the data
Reformat, remove courtesy
Aug
19
reviewed No Action Needed Explain drop in Correlation between two time series in consecutive periods
Aug
19
revised CVA formula proof
Clean up
Aug
19
comment M&A hedging an equity portfolio against an index
Luckily, these accounts can be merged. Please see this help page for more info.
Aug
18
reviewed Reject suggested edit on Are e-mini markets manipulated?
Aug
18
comment factor models and using cross section regression
Which literature are you referring to? Can you give any references?
Aug
18
comment Mid-Point calculation with execution probability
Hi Svisstack, could you please disclose the fact that the post is cross-posted here and on NP and make sure that good answers are visible here and there. You can read more on preferred practice on meta.
Aug
17
comment Particular Conditional Expectation of Geometric Brownian Motion
I've cleaned up a bit but I don't see any inequality in your question. Can you please clarify?
Aug
17
revised Particular Conditional Expectation of Geometric Brownian Motion
Format Latex
Aug
16
reviewed Reviewed Calculating short/long order percentages?
Aug
16
comment Calculating short/long order percentages?
Hi Sherif Eweis, welcome to quant.SE! Unfortunately I'm not really clear on what your asking. Can you please check that you use the definitions right?
Aug
16
reviewed Reject suggested edit on Are e-mini markets manipulated?
Aug
16
reviewed No Action Needed Consensus on Cauchy distribution for stock prices
Aug
16
reviewed No Action Needed Is node.js being used in systematic trading software?
Aug
15
comment How to value a portfolio of non-mature consumer loans?
It does. I've added this information into the question.
Aug
15
revised How to value a portfolio of non-mature consumer loans?
Added in comment information, improved intro.
Aug
15
reviewed No Action Needed Risk-Free Rate determinant in CAPM
Aug
15
reviewed No Action Needed Can Standardized unexpected earnings be considered a Z-score
Aug
14
comment Should I use QuickFix or a 3rd-party commercial API to connect to the CME
Hi Coral Blocks, welcome to quant.SE! Thank you for disclosing your affiliation.
Aug
14
comment How to value a portfolio of non-mature consumer loans?
Hi bmoallemi, welcome to quant.SE! Thank you for asking and clarifying the question. Do you have any more variables you can consider in your model?