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followers: 851.0 following: 1.0 repos: 9.0 gists: 50.0

Name: Jeroen Bouma

Type: User

Company: Quantitative Investment Strategist at a.s.r. asset management

Bio: With Experience and Education in the area of Quantitative Finance, my ambition is to continuously improve in the area of Quant Finance and Python Programming.

Location: Utrecht, The Netherlands

Blog: jeroenbouma.com

Welcome to my profile! 👋

Thank you for taking the time to visit this page!

I’m Jeroen Bouma, a Quantitative Investment Strategist at a.s.r. asset management, one of the largest Dutch insurance companies with over €120 billion AUM. I am responsible for spearheading innovative initiatives within the asset management divisions by utilizing Python, particularly in portfolio analytics and optimization. Furthermore, I conduct Asset Liability Management (ALM) and Strategic Asset Allocation (SAA) analyses, encompassing a spectrum of topics including hedging strategies, liquidity risk management, Solvency II optimization, and asset-only studies.

I joined a.s.r. asset management. after working at OpenBB, an innovative open-source company transforming investment research, and PGGM, a prominent Dutch pension fund managing over €300 billion. What ties these experiences together, and reflects my own passion, is the incorporation of (advanced) Python modeling within Quantitative Finance.

Jeroen Bouma's GitHub stats

My main projects are:

  • Finance Toolkit which gives access to all relevant 100+ financial ratios, indicators and performance measurements which are written down in the most simplistic way allowing for complete transparency of the calculation method. It has over 2K Stars.
  • Finance Database which features 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets. It therefore allows you to obtain a broad overview of sectors, industries, types of investments and much more. It has over 2.5k Stars.
  • The Passive Investor which allows you to screen various ETFs and do quick comparisons for the most important metrics. It has nearly 500 Stars.

Furthermore, I maintain a website which offers a comprehensive resume with testimonials, my open-source Python projects related to financial theory including extensive examples and documentation, all of my public speaking events and conferences I attended talks and a complete list of literature I’ve studied to enhance my understanding of the financial world.

Jeroen Bouma's Projects

algorithmictrading icon algorithmictrading

This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.

financedatabase icon financedatabase

This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.

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