Jacob Graubaek Houlberg

Jacob Graubaek Houlberg

København, Region Hovedstaden, Danmark
3 t følgere 500+ forbindelser

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Om

Co-Founder of Signal, where we are building the intelligence platform for data-driven…

Bidrag

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Aktivitet

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Erfaring

  • Signal Grafik

    Signal

    Copenhagen

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    London Area, United Kingdom

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    Copenhagen, Capital Region, Denmark

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    San Francisco Bay Area

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    Copenhagen, Capital Region, Denmark

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    Copenhagen, Capital Region, Denmark

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    Copenhagen Area, Capital Region, Denmark

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    Sydney, Australia

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    Copenhagen

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    Utrecht Area, Netherlands

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    Bagsvaerd, Denmark

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    New York City, USA

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    Copenhagen Area, Capital Region, Denmark

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    Lyngby, Denmark

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    Ho Chi Minh City, Vietnam

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    Suzhou, Jiangsu, China

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    Slagelse, Denmark

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    Roskilde, Denmark

Uddannelse

  • Københavns Universitet - University of Copenhagen Grafik

    Københavns Universitet - University of Copenhagen

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    Thesis: Cryptocurrencies: Applications, Complications and Solutions - A study on the use of stablecoins (Grade: 12/12), my external examiner was Jesper Berg, then CEO of the Danish Financial Supervisory Authority who encouraged me to come speak at the Danish Financial Supervisory Authority and publish my thesis as an article - both of which I later did.

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    M.Sc. Exchange Student focusing on Mathematical Finance - in addition to my regular full course load, I attended an additional class on Investment Banking and was Teaching Assistant in another subject

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    Aktiviteter og foreninger:FinanceLab, Copenhagen Management Consulting Club, Nova 100, Investment Panel

    Transferred to the University of Copenhagen after the first two semesters to focus on statistical and mathematical finance

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    Global Management and Manufacturing is an engineering degree within the field of industrial engineering

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    Aktiviteter og foreninger:Student Council

Erfaring med frivilligt arbejde

  • Engineers Without Borders Denmark Grafik

    Sustainable Energy, Finance

    Engineers Without Borders Denmark

    – nu 1 år 7 måneder

    Videnskab og teknologi

  • Finanstilsynet Grafik

    Speaker

    Finanstilsynet

    – 1 måned

    Videnskab og teknologi

    Spoke on the topic of cryptocurrencies for an hour in front of 125 people at the request of CEO Jesper Berg. Main topics included:
    - What is a cryptocurrency?
    - How does cryptocurrencies work?
    - How does the blockchain function and why is it necessary for cryptocurrencies to function?
    - What are some of the current use-cases for cryptocurrencies?
    - What are some of the biggest challenges facing cryptocurrencies?

  • FinanceLab Grafik

    Part of investment team

    FinanceLab

    – 2 år

    Uddannelse

    Created and utilized DCF models and comparables analysis to create valuations used within Investment Panel, where I co-managed FinanceLab’s Investment Fund of 140.000 DKK.
    Additionally, I have authored and co-authored several articles detailing the fund’s investment choices and predictions

Udgivelser

  • Cryptocurrencies: Applications, Complications and Solutions

    Danish Journal of Economics

    This article explores the possibility of improving the overall adoption and usability of cryptocurrencies in a given economy. By focusing on cryptocurrencies as a medium of exchange, the complications hindering them from gaining widespread adoption are analyzed in details. Volatility is identified as a natural adoption barrier as it gives rise to currency risk, and a solution to it, in the form of a stablecoin, is brought forward. In particular, the proposed stablecoin utilizes an arbitrage…

    This article explores the possibility of improving the overall adoption and usability of cryptocurrencies in a given economy. By focusing on cryptocurrencies as a medium of exchange, the complications hindering them from gaining widespread adoption are analyzed in details. Volatility is identified as a natural adoption barrier as it gives rise to currency risk, and a solution to it, in the form of a stablecoin, is brought forward. In particular, the proposed stablecoin utilizes an arbitrage enforced price ceiling and changes in supply/demand to act as price pressure mechanisms that pressures the market price towards its intended level.

  • Abenomics - How the economy fares?

    FinanceLab Magazine 9

    Andre forfattere

Fag/kurser

  • Advanced International Financial Management and Hedging

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  • Advanced Statistics

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  • Applied Corporate Finance

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  • Basic Applied Science I,II and III

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  • Behavioral Finance

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  • Business Economics

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  • Business Project

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  • Business Research Methods

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  • Capital Markets and Investments (Department of Mathematics)

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  • Conflict Resolution and International Negotiations

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  • Corporate Finance

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  • Econometrics

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  • Econometrics C

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  • Finance 1 (Mathematics and Economics)

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  • Finance Management

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  • Financial Accounting

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  • Financial Econometrics B (Advanced)

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  • Foreign Business Investment

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  • Global Financial Service Institutions in the 21st century (Auditing at the Department of Political Science)

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  • Integrated Marketing

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  • International Business Improvement

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  • International Business Law

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  • International Business and Strategy

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  • International Business in Emerging Markets

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  • International Corporate Governance

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  • International Financial Markets

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  • International Organizations and Qualifications

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  • Introduction to Statistics

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  • LEAN Manufacturing

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  • Macroeconomics C

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  • Managerial Accounting

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  • Materials and Processes

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  • Microeconomics C

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  • Operations Management

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  • Organisation Analysis

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  • Organisational Analysis and Theory

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  • Organisational Behaviour

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  • Pricing Models for Financial Engineering (Department of Financial Engineering)

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  • Principles of Economics A

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  • Principles of Economics B

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  • Principles of Microeconomics

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  • Project Management

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  • Quantitative Methods in Investment Management (Department of Mathematics)

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  • Security Analysis (Department of Business)

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  • Statistics

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  • Supply Chain Management

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  • The International Business Environment: Strategy, Policy, and Organisation

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  • Theory of Science

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Projekter

  • Presentation at the Danish Financial Supervisory Authority on the topic of cryptocurrencies

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    Spoke on the topic of cryptocurrencies for an hour in front of 125 people at the request of CEO Jesper Berg. Main topics included:
    - What is a cryptocurrency?
    - How does cryptocurrencies work?
    - How does the blockchain function and why is it necessary for cryptocurrencies to function?
    - What are some of the current use-cases for cryptocurrencies?
    - What are some of the biggest challenges facing cryptocurrencies?

    Please do bear in mind that the attached PDF'ed PowerPoint…

    Spoke on the topic of cryptocurrencies for an hour in front of 125 people at the request of CEO Jesper Berg. Main topics included:
    - What is a cryptocurrency?
    - How does cryptocurrencies work?
    - How does the blockchain function and why is it necessary for cryptocurrencies to function?
    - What are some of the current use-cases for cryptocurrencies?
    - What are some of the biggest challenges facing cryptocurrencies?

    Please do bear in mind that the attached PDF'ed PowerPoint presentation is in Danish, in case of significant interest I'll translate it to English.

    Se projekt

  • Cryptocurrencies: Applications, Complications and Solutions - A study on the use of stablecoins

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    This thesis explores the possibility of improving the overall adoption and usability of cryptocurrencies in the global economy. It does so by first examining the way cryptocurrencies function and their inherent benefits for the users. By focusing on two main applications, namely medium of exchange and financial contracts, the complications hindering cryptocurrencies from gaining widespread adoption are analyzed in details. Volatility is identified as a natural adoption barrier within both areas…

    This thesis explores the possibility of improving the overall adoption and usability of cryptocurrencies in the global economy. It does so by first examining the way cryptocurrencies function and their inherent benefits for the users. By focusing on two main applications, namely medium of exchange and financial contracts, the complications hindering cryptocurrencies from gaining widespread adoption are analyzed in details. Volatility is identified as a natural adoption barrier within both areas as it gives rise to currency risk and a solution to it, in the form of a stablecoin, is brought forward. In particular, the stablecoin utilizes an arbitrage enforced price ceiling and changes in supply/demand to act as price pressure mechanisms that force the market price towards its intended level.

    The key finding is a stablecoin which theoretical evidence suggests is able to provide a solution to the problem of volatility while retaining the decentralized nature of cryptocurrencies. The result of which is a potential improvement in the overall adoption of cryptocurrencies as a medium of exchange and within the field of financial contracts. This is however contingent on the assumption that the stablecoin is able to attract a critical mass of users while not experiencing an extreme decline in the price of its underlying collateral during its early stages.

    Se projekt

  • Pairs Trading using co-integration: An application on S&P 500 stocks

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    Pairs trading is a statistical arbitrage trading strategy based on mean reversion, which exploits
    inefficiencies in equity markets such as deviations from the market long-run equilibrium. Statistical
    arbitrage is based on the assumption that patterns observed in the past are going to continue in the
    future. We implement a market neutral pairs trading strategy such that we hold a short and a long
    position with the same dollar amount in stock pairs with similar betas. Hence, net…

    Pairs trading is a statistical arbitrage trading strategy based on mean reversion, which exploits
    inefficiencies in equity markets such as deviations from the market long-run equilibrium. Statistical
    arbitrage is based on the assumption that patterns observed in the past are going to continue in the
    future. We implement a market neutral pairs trading strategy such that we hold a short and a long
    position with the same dollar amount in stock pairs with similar betas. Hence, net equity market
    exposure is minimized. In addition, pairs are selected from within each sector to ensure sector neutrality and through clustering within sectors we secure that pairs are homogeneous. We backtest the strategy for the period 1991 to 2015 on daily opening prices of US equities, which all at some point have been included in S&P 500. We obtain a sharpe ratio equal to 0.939, a total return of 284% and a yearly geometric return equal to 5.77%, which we assess as satisfactory when compared to Vanguard Market Neutral Index.

    Andre skabere
    Se projekt

Udmærkelser og priser

  • Finalist at Polit (Economics) Case Competition at Copenhagen University 2016

    Polit Case Competition

    Our team was chosen as one of the three final presenters for the Polit (Economics) case competition at Copenhagen University in the spring of 2016.

  • Second Place at HEC Paris Business Game 2015

    HEC Business Game

    Our two man team won second place at HEC Paris Business Game in 2015.
    Won the challenge presented by Gameloft and was the only team that was invited to all final presentations.

  • FinanceLab Studytrip

    FinanceLab

    Was selected by J.P. Morgan, Barclays and Deutsche Bank to participate in a study trip to visit bulge bracket banks in London, September 2014.

  • The Internationalization Fund

    University of Southern Denmark

    Recipient of the Internationalization Fond Scholarship for my bachelor project at ScanCom in Vietnam

Sprog

  • English

    Modersmåls- eller tosprogsfærdighed

  • Danish

    Modersmåls- eller tosprogsfærdighed

  • German

    Elementær færdighed

  • Swedish

    Begrænset praktisk færdighed

  • Norwegian

    Begrænset praktisk færdighed

  • Italian

    Elementær færdighed

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