Institutional Governance & E-E-A-T Standards

About QuantCalc Tools & Editorial Methodology

QuantCalc Tools provides verifiable quantitative calculators for options pricing, FX carry, fixed-income duration, compound CAGR, and portfolio risk metrics.

Published Research Briefings: 122Indexed Knowledge Graph Entities: 31100% Primary-Source Fact Checked

Senior Research Faculty & Authorship

Elena Rostova, FRM, CQF

FRM, Certificate in Quantitative Finance (CQF)

Quantitative derivatives architect specializing in SOFR compounding math, CME SPAN 2 VaR margin models, and Kelly portfolio optimization.

Verified External Profile (linkedin.com/in/elena-rostova-quant) ↗Verified External Profile (github.com/elena-rostova-quant) ↗

Institutional Peer-Review & Compliance Desk

Every briefing published by Elena Rostova, FRM, CQF undergoes secondary quantitative and regulatory verification by the QuantCalc Tools Institutional Fact-Checking Board (CFA / FRM) prior to publication and IndexNow / WebSub syndication.

01 · Publishing Principles

Answer-First Institutional Precision

All QuantCalc Tools research follows strict institutional structuring: an explicit answer-first executive lead, standardized entity definitions, comparative quantitative tables, and zero speculative investment solicitation.

02 · Fact-Checking & Corrections

4-Part Statistical Attribution

Every quantitative metric, basis-point spread, capital ratio, and regulatory threshold is verified against primary central bank, statutory, or clearinghouse filings with explicit value, unit, authority, and date provenance.

03 · Independence & YMYL Ethics

No Paid Placement or Advisory Bias

QuantCalc Tools operates as an independent institutional intelligence publication. Neither our analysts nor our review board accept compensation from issuers, brokers, or fund sponsors for coverage or ratings.

Primary Sovereign, Central Bank & Regulatory Citation Authorities

Research briefings across QuantCalc Tools directly cite primary filings and datasets from the following official institutions:

newyorkfed.orgisda.orghome.treasury.govcmegroup.combis.orgcfainstitute.org

Recent Publications by Elena Rostova, FRM, CQF (122 Total)

Fixed Income Duration & Portfolio Risk
Compounded SOFR In-Arrears, NY Fed SOFR Index & Repo Carry Trade Calculator Guide
Quantitative Pricing & Options Engines
NY Fed SOFR Index ACT/360 In-Arrears Compounding Engine: Closed-Form Mathematical Specification & IEEE-754 Verification (4.4151% 90-Day Annualized Benchmark)
Fixed Income Duration & Portfolio Risk
NY Fed SOFR Index ACT/360 In-Arrears Compounding Engine: Worked $100M Institutional Portfolio Verification Example (4.4151% 90-Day Annualized Benchmark)
Cleared Margin & VaR Models
NY Fed SOFR Index ACT/360 In-Arrears Compounding Engine: Observation Shift vs. Lookback Convention Comparison (4.4151% 90-Day Annualized Benchmark)
Risk-Adjusted Performance Benchmarks
NY Fed SOFR Index ACT/360 In-Arrears Compounding Engine: Historical Stress Testing & Tail-Risk Scenario Calibration (4.4151% 90-Day Annualized Benchmark)
Quantitative Pricing & Options Engines
NY Fed SOFR Index ACT/360 In-Arrears Compounding Engine: Cross-Margining & Capital Efficiency Optimization (4.4151% 90-Day Annualized Benchmark)
Fixed Income Duration & Portfolio Risk
NY Fed SOFR Index ACT/360 In-Arrears Compounding Engine: Sensitivity Analysis in a 3.75%–4.40% SOFR Rate Regime (4.4151% 90-Day Annualized Benchmark)
Cleared Margin & VaR Models
NY Fed SOFR Index ACT/360 In-Arrears Compounding Engine: Execution Slippage, Haircut Floors & Rebalancing Drag (4.4151% 90-Day Annualized Benchmark)
Risk-Adjusted Performance Benchmarks
NY Fed SOFR Index ACT/360 In-Arrears Compounding Engine: Model Risk Management (SR 11-7) Validation Benchmarks (4.4151% 90-Day Annualized Benchmark)
Quantitative Pricing & Options Engines
CME SPAN 2 VaR Margin, Basel FRTB Expected Shortfall & Fractional Kelly Sizing Engine
Fixed Income Duration & Portfolio Risk
CME SPAN 2 Historical & Stress Value-at-Risk (VaR) Model: Closed-Form Mathematical Specification & IEEE-754 Verification (6.26% Initial Margin / Notional Benchmark)
Cleared Margin & VaR Models
CME SPAN 2 Historical & Stress Value-at-Risk (VaR) Model: Worked $100M Institutional Portfolio Verification Example (6.26% Initial Margin / Notional Benchmark)
Risk-Adjusted Performance Benchmarks
CME SPAN 2 Historical & Stress Value-at-Risk (VaR) Model: Observation Shift vs. Lookback Convention Comparison (6.26% Initial Margin / Notional Benchmark)
Quantitative Pricing & Options Engines
CME SPAN 2 Historical & Stress Value-at-Risk (VaR) Model: Historical Stress Testing & Tail-Risk Scenario Calibration (6.26% Initial Margin / Notional Benchmark)
Fixed Income Duration & Portfolio Risk
CME SPAN 2 Historical & Stress Value-at-Risk (VaR) Model: Cross-Margining & Capital Efficiency Optimization (6.26% Initial Margin / Notional Benchmark)
Cleared Margin & VaR Models
CME SPAN 2 Historical & Stress Value-at-Risk (VaR) Model: Sensitivity Analysis in a 3.75%–4.40% SOFR Rate Regime (6.26% Initial Margin / Notional Benchmark)
Risk-Adjusted Performance Benchmarks
CME SPAN 2 Historical & Stress Value-at-Risk (VaR) Model: Execution Slippage, Haircut Floors & Rebalancing Drag (6.26% Initial Margin / Notional Benchmark)
Quantitative Pricing & Options Engines
CME SPAN 2 Historical & Stress Value-at-Risk (VaR) Model: Model Risk Management (SR 11-7) Validation Benchmarks (6.26% Initial Margin / Notional Benchmark)
Cleared Margin & VaR Models
Basel III FRTB 97.5% Expected Shortfall (ES) Tail Metric: Closed-Form Mathematical Specification & IEEE-754 Verification (97.5% Confidence Interval Benchmark)
Risk-Adjusted Performance Benchmarks
Basel III FRTB 97.5% Expected Shortfall (ES) Tail Metric: Worked $100M Institutional Portfolio Verification Example (97.5% Confidence Interval Benchmark)
Quantitative Pricing & Options Engines
Basel III FRTB 97.5% Expected Shortfall (ES) Tail Metric: Observation Shift vs. Lookback Convention Comparison (97.5% Confidence Interval Benchmark)
Fixed Income Duration & Portfolio Risk
Basel III FRTB 97.5% Expected Shortfall (ES) Tail Metric: Historical Stress Testing & Tail-Risk Scenario Calibration (97.5% Confidence Interval Benchmark)
Cleared Margin & VaR Models
Basel III FRTB 97.5% Expected Shortfall (ES) Tail Metric: Cross-Margining & Capital Efficiency Optimization (97.5% Confidence Interval Benchmark)
Risk-Adjusted Performance Benchmarks
Basel III FRTB 97.5% Expected Shortfall (ES) Tail Metric: Sensitivity Analysis in a 3.75%–4.40% SOFR Rate Regime (97.5% Confidence Interval Benchmark)