1,918 reputation
2830
bio website linkedin.com/in/bjansen
location Netherlands
age 28
visits member for 3 years, 4 months
seen 6 hours ago
  • Consultant @ Veneficus
  • Interested in the combination of Finance and Computer Science

2d
reviewed No Action Needed Where can I download intraday series for DAX and S&P500 Index?
Sep
10
reviewed Reviewed Why are there still manual market makers in options
Sep
7
reviewed No Action Needed Basic question on LIBOR-OIS swap
Sep
6
reviewed Approve suggested edit on How to calculate burnrate?
Sep
6
reviewed Reviewed Pattern recognition software
Sep
5
reviewed No Action Needed Would this extremely simple strategy make money?
Sep
5
reviewed Reviewed Why does the minimum variance portfolio provide good returns?
Sep
5
reviewed Reviewed Back-testing Value at Risk with a WML investment strategy
Sep
3
reviewed Approve suggested edit on What do “Exposure Bounds” mean in Portfolio Optimization?
Sep
3
reviewed Reviewed Copula- AR simulation
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
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