Quantitative Finance
Bob Jansen's user avatar
Bob Jansen's user avatar
Bob Jansen's user avatar
Bob Jansen
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  • Member for 12 years, 7 months
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About
  • Financial Engineer at Capstone Investment Advisors
  • Interested in the combination of Finance and Computer Science

If you're a student in Quantitative Finance, check out the Quant Awards.

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Top posts
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All Questions Answers
Score Newest
answer
89
What are the quantitative finance books that we should all have in our shelves?
Mar 19, 2018
answer
38
Why are there no papers about stock prediction with machine learning in leading financial journals?
Mar 16, 2021
question
27
What are the recent quantitative finance papers we should all read?
Feb 14, 2021
question
22
Skewness and Kurtosis under aggregation
Jun 24, 2012
question
18
List of interesting Quantitative Finance podcasts
Jun 11, 2019
answer
17
Derivation of Ito's Lemma
Jan 29, 2013
question
13
Intuitive explanation of the Hansen-Jagannathan bound
Nov 2, 2013
question
12
Fama-French 3-factor model: factors implying risk
Oct 20, 2013
answer
12
What is the equation for Garman-Klass volatility?
May 15, 2014
answer
11
Do markets typically fall fast, and rise slowly
Nov 26, 2011
Top Meta posts
6
48
9
Proposal: Make the work of Fama, Hansen and Schiller the new weekly topic challenge
9
Deactivating "Seeking assistance in developing a trading strategy” as close reason
9
Some kind of Mark Joshi memorium?
6
Which migration paths make sense to be enabled?
6
Willingness to consider a revision to the current "question format" guidelines?
Top network posts
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16
Calling Excel macros from PowerShell with arguments
14
Need to replace default "No data available in table" message in Shiny R renderDataTable
12
Fast general method to calculate percentiles
11
Is there a position with the stupidest possible move?
10
Fast general method to calculate percentiles

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