A framework for financial systemic risk valuation and analysis.

Open souce quantitative finance models and algorithms with tutorials

A framework for historical volatility estimation and analysis.

A framework for estimating Basel IV capital requirements.

🎓 Tidy regression tools for academics

🎓 Tidy multilevel modeling tools for academics

A framework for detecting misreported returns in hedge funds.

🎓 Tidy SEM tools for academics

Course Website Repo for JOURN 8006: Quantitative Research Methods in Journalism

An Excel integration of OpenGamma Strata.

An R package to accompany the new book 'Using R for Modelling and Quantitative Methods in Fisheries'

R package for quantitative ethnobotany

Textbook on Quantitative Methods and Statistics (English version, EN), available at https://hugoquene.github.io/QMS-EN/

Clustering of immune receptor repertoires

A .NET implementation of Initial Margin models.

Return On Invested Capital - This repository contains files that demonstrate Quantitative systematic investment strategy using Return On Invested Capital as a single factor strategy.

Aggregate data and sample code for the paper: Novelty and Cultural Evolution in Modern Popular Music

🎓 Tidy correlation tools for academics

This repository offers beginners in Python and JavaScript a look at the utilities that go into creating each of our programs. Each of these programs is detailed with comments so you can learn more about quantitative finance through code.

tekstboek Kwantitatieve Methoden en Statistiek (Nederlandstalige versie, NL), beschikbaar via https://hugoquene.github.io/KMS-NL/