Hey, I’m Thijs!
If there’s one thing I love, it’s chasing interesting ideas—whether that’s in mathematics, AI, quantitative finance, or the occasional rabbit hole of computer art. My blog is where I write about anything that grabs my curiosity, from machine learning experiments to trading strategies, from probability puzzles to the quirks of computational randomness.
I started out in the world of quantitative finance, building models, fighting false positives in backtests, and developing algorithms that (hopefully) do something smarter than random guessing. Over the years, I’ve worn a lot of hats: consultant, researcher, lecturer, Kaggle competitor, and even an open-outcry option market maker back in the chaotic days of the trading pits. These days, I focus on AI and quantitative research, pushing the limits of what machine learning can do in investment strategies.
Outside of work, I’m into climbing, surfing, and testing my problem-solving skills on just about anything—whether that’s figuring out a new trading signal, optimizing a piece of C++ code, or cracking a Christmas puzzle from a government intelligence agency.
If you’re here, chances are we share an interest or two. Feel free to reach out, challenge an idea, or just browse through my thoughts. I hope you find something that makes you think, or at least makes you curious enough to keep reading.
Contact me at thijs@sitmo.com or connect with me at LinkedIn
Endorsements
“Thijs and I have been working together for more than a decade on many and varied projects. It has always been a productive and joyful experience, always aiming to push boundaries. We’ve started research.io, won various competitions, and we teamed up to create one of the first Machine Learning courses in Finance before it became so popular.”
–Paul Wilmott, Researcher, author, consultant, lecture
“Thijs’ knowledge in quant finance is outstanding – and, IMO, even more important: he is an original thinker, innovator and maker.”
–Herbert Exner, Owner and CEO at EXNER advice
“Thijs is a reliable man. He completes his job, even in difficult projects. Thijs is creative. He finds novel solutions. He is the only student (out of about 350 MSc’s) whose first company (a world-wide known Banking Company) came months after completion of his MSc thesis (research work in financial computational modeling) to seek for him. They wanted him as an employee and regretted not to have given him tenure before.”
–Henk Koppelaar, Prof. Dr. Em. in Computer Science at Delft University of Technology
“I had the pleasure to hire Thijs for multiple projects, covering various investment performance and risk challenges. He has a unique set of talents combining problem solving and programming skills with a very friendly and pragmatic attitude. Given his broad knowledge on all kind of areas I regard him as a generalist, but on such a high level that he can easily communicate with specialists (and out-smart them if he wanted to). This makes him the perfect person to send him out to crack that tough model validation assignment, but at the same time fit in a team empowering everyone to use new technology such as AI. Personally I always enjoy his eagerness to accept, embrace and solve any (mathematical) challenge I pose, such as the “maximum overhang”-problem in which you are challenged to stack (wood) blocks and maximize the overhang.”
–Marten Hammann, Head of Investment Risk Control at Shell Asset Management Company B.V.
“Besides being an expert on many trading and risk related issues Thijs is just an extremely nice guy. He always challenges everyone around him get to the next level.”
– Robbie Castelijn, Founding Partner Alphabay Capital
Some companies I’ve worked for:
