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Open Institutional Data Catalog · Schema.org Dataset & DataDownload API

CC BY 4.0 OPEN LICENSETEMPORAL COVERAGE: 2024-01-01/2026-12-31

QuantCalc Tools Open Institutional Research Datasets & Quantitative Series Hub

Direct Repository Access: QuantCalc Tools (QuantCalc Analytics Ltd.) publishes 4 primary-source-verified institutional datasets (part of our 40-dataset cross-domain research federation) in downloadable text/csv and application/json formats. All series cover 2024-01-01 through 2026-12-31 and are released under Creative Commons Attribution 4.0 (CC BY 4.0) for quantitative desks, academic researchers, and AI/LLM retrieval systems.

Published Datasets

4 Site / 40 Network

Verified Observations

26 Structured Rows

Regulatory Citations

7 Primary Authorities

Tracked Universe

202 Firms

Quick-Jump Dataset Index & Direct API Endpoints

DS-01 · Regulatory & Market Structure Benchmarks5 rows × 7 cols
Quantitative Risk, VaR/ES, Kelly Sizing & OIS Conventions (2026) — Reference Dataset
/api/datasets/quant-calc-2026-institutional-benchmarks
↓ CSV↓ JSON
DS-02 · Quantitative Time-Series & Empirical Deltas10 rows × 8 cols
QuantCalc Tools Quantitative Empirical Metrics & Period-over-Period Delta Series (2024–2026)
/api/datasets/quant-calc-quantitative-metrics-time-series
↓ CSV↓ JSON
DS-03 · Knowledge Graph & Entity Identifiers4 rows × 7 cols
QuantCalc Tools Regulated Entity, Statutory Code & Wikidata Knowledge Graph Registry
/api/datasets/quant-calc-regulated-entity-knowledge-registry
↓ CSV↓ JSON
/api/datasets/quant-calc-supervisory-stress-calibration-panel
↓ CSV↓ JSON
DATASET 01 · v2026.42024-01-01/2026-12-31CC BY 4.0

Quantitative Risk, VaR/ES, Kelly Sizing & OIS Conventions (2026) — Reference Dataset

Primary source-verified 2026 institutional benchmark matrix published by QuantCalc Tools (QuantCalc Analytics Ltd.). Captures statutory thresholds, day-count conventions, clearing mandates, and liquidity index weights across United Kingdom, European Union & Global Derivatives Desks for quantitative risk modeling, compliance verification, and LLM grounding.

↓ Download CSV(5 rows)↓ Download JSON(Schema.org)

Canonical Slug

quant-calc-2026-institutional-benchmarks

Spatial Coverage

United Kingdom, European Union & Global Derivatives Desks

Update Cadence & Modified

Quarterly & Upon Statutory Rulemaking · 2026-10-22

Schema.org variableMeasured Column Dictionary (7 Fields)

codeISO/Desk Identifier

Benchmark Code

Canonical desk or regulatory standard identifier code.

metricText

Benchmark / Regulatory Metric

Official name of the institutional rate, ratio, or statutory mandate.

value2026Rate / Ratio / Formula

2026 Institutional Value / Standard

Prevailing 2026 calibrated rate corridor, threshold, or mathematical convention.

numericScoreIndex (0-100)

Institutional Impact Score

Composite institutional adoption and regulatory binding strictness weight (0–100).

thresholdOrConventionText

Market Convention & Haircut Rule

Day-count basis, settlement lag, collateral haircut, or de minimis threshold.

primaryAuthorityAuthority Name

Primary Supervisory Authority

Central bank, statutory regulator, or standard-setting body governing the benchmark.

cadenceFrequency

Observation Cadence

Publication, settlement, or supervisory reporting frequency.

Inline Data Preview Table (5 Verified Records)

Encoding: UTF-8·Raw CSV Stream ↗·Raw JSON Stream ↗
Quantitative Risk, VaR/ES, Kelly Sizing & OIS Conventions (2026) — Reference Dataset — Inline Data Preview
Benchmark CodecodeBenchmark / Regulatory Metricmetric2026 Institutional Value / Standardvalue2026Institutional Impact ScorenumericScoreMarket Convention & Haircut RulethresholdOrConventionPrimary Supervisory AuthorityprimaryAuthorityObservation Cadencecadence
BASEL-ES-975Basel FRTB Market Risk Expected Shortfall97.5% Confidence (z ≈ 1.96 · ES Multiplier 2.34)9710-day base liquidity horizon scaled up to 120 daysBCBS / PRA / UK FCA Prudential RulesDaily Desk P&L Attribution
VAR-99-1DParametric Value at Risk (99% 1-Day)z = 2.3263 × σ_annual ÷ √25292252 trading days/year · Backtesting 250-day windowInternal Models Approach (IMA) StandardDaily End-of-Day
KELLY-0.5XHalf-Kelly Portfolio Allocation Boundf* = 0.5 × (μ − r) ÷ σ²8475% variance reduction for 25% geometric growth trade-offQuantitative Portfolio Allocation ConsensusRebalanced Monthly / Regime Shift
OIS-DAYCOUNTSONIA vs. SOFR Day-Count BasisGBP SONIA: ACT/365F · USD SOFR: ACT/36095365/360 = 1.01389 scaling factor in cross-currency basisBank of England / ISDA 2021 DefinitionsContinuous Curve Stripping
SHARPE-INSTMinimum Institutional Sharpe & Sortino HurdleSharpe ≥ 1.50 · Sortino ≥ 2.10 (Net of Slippage)79Annualised excess return over OIS risk-free rateSystematic CTA & Multi-Strategy Allocator BenchmarkQuarterly IC Review

Primary Regulatory & Statutory Sources (isBasedOn)

Indexed Dataset Keywords & Taxonomy

Basel FRTB Expected Shortfall 97.5%parametric Value at Risk 99%Half-Kelly portfolio criterionSONIA vs SOFR day-count conventioninstitutional Sharpe and Sortino ratio hurdlesquantitative risk calibration datasetQuantCalc Tools benchmarks2026 institutional reference matrix
DATASET 02 · v2026.42024-01-01/2026-12-31CC BY 4.0

QuantCalc Tools Quantitative Empirical Metrics & Period-over-Period Delta Series (2024–2026)

Aggregated empirical time-series and period-over-period basis-point/percentage shifts compiled across all published QuantCalc Tools research dossiers. Each observation links the current 2026 value, prior baseline period, net delta (bps or %), and primary regulatory or market-data source code.

↓ Download CSV(10 rows)↓ Download JSON(Schema.org)

Canonical Slug

quant-calc-quantitative-metrics-time-series

Spatial Coverage

United Kingdom, European Union & Global Derivatives Desks

Update Cadence & Modified

Daily / Continuous Dossier Sync · 2026-10-22

Schema.org variableMeasured Column Dictionary (8 Fields)

seriesIdAlphanumeric Code

Series ID

Unique time-series observation identifier.

metricText

Quantitative Metric

Specific financial, prudential, or microstructure variable measured.

currentValueRate / Spread / Ratio

2026 Current Value

Latest verified observation for the 2026 reporting window.

priorPeriodRate / Spread / Ratio

Prior Period Baseline

Comparative prior-period or pre-reform baseline value.

changeBpsOrPctDelta (bps or %)

Net Change (bps / %)

Net period-over-period change or structural regime shift.

sourceCodeAuthority / Filing Code

Primary Source Citation

Official regulatory filing, central bank release, or exchange source code.

researchDossierSlugURL Slug

Source Briefing Slug

Associated institutional research briefing slug on this domain.

observationDateISO-8601 Date

Verification Date

Date of last fact-check verification by the editorial review board.

Inline Data Preview Table (10 Verified Records)

Encoding: UTF-8·Raw CSV Stream ↗·Raw JSON Stream ↗
QuantCalc Tools Quantitative Empirical Metrics & Period-over-Period Delta Series (2024–2026) — Inline Data Preview
Series IDseriesIdQuantitative Metricmetric2026 Current ValuecurrentValuePrior Period BaselinepriorPeriodNet Change (bps / %)changeBpsOrPctPrimary Source CitationsourceCodeSource Briefing SlugresearchDossierSlugVerification DateobservationDate
QUANT-CALC-101Theoretical Call / Put Price (S=100, K=100, T=0.25)$4.3584 / $3.6177σ = 20.0% BaselinePut-Call Parity VerifiedBSM-EXACT-PDEblack-scholes-merton-implied-volatility-greeks-calculator-guide2026-10-21
QUANT-CALC-102Option Delta (∂V/∂S) — Call / Put+0.5299 / -0.4664e^(-qT)N(d1)Net Sum = 0.9963GREEKS-1STblack-scholes-merton-implied-volatility-greeks-calculator-guide2026-10-21
QUANT-CALC-103Option Gamma (∂²V/∂S²) & Vega (per 1% σ)0.0396 / $0.1978ATM 91-Day Tenor+19.8¢ per +100bps VolGREEKS-2NDblack-scholes-merton-implied-volatility-greeks-calculator-guide2026-10-21
QUANT-CALC-104Calendar Theta (∂V/∂t per 1/365 day)-$0.0241 (Call) / -$0.0160 (Put)r=4.50%, q=1.50%-0.55% Premium/DayACT-365-THETAblack-scholes-merton-implied-volatility-greeks-calculator-guide2026-10-21
QUANT-CALC-105Clean Bond Price ($1,000 Par, 4.25% Coupon, 4.18% YTM)$1,005.67$1,000.00 (Par)+0.567% PremiumICMA-ACT-ACTmacaulay-modified-duration-convexity-bond-yield-calculator2026-10-20
QUANT-CALC-106Macaulay / Modified Duration8.24 yrs / 8.07 yrs20 Semi-Annual PeriodsDV01 = $0.8116 / $1kDUR-EXACTmacaulay-modified-duration-convexity-bond-yield-calculator2026-10-20
QUANT-CALC-107Bond Price Shock (+100 bps Parallel Shift)-7.69% ($928.34)-8.07% (Linear Duration Only)+38 bps Convexity BenefitCONVEXITY-2NDmacaulay-modified-duration-convexity-bond-yield-calculator2026-10-20
QUANT-CALC-10899% 10-Day Gaussian Parametric VaR ($100M Notional)$6.44 Million (6.44%)z_0.99 = 2.3263Normal BaselineRISK-GAUSS-99parametric-var-expected-shortfall-cornish-fisher-calculator2026-10-20
QUANT-CALC-10999% 10-Day Cornish-Fisher Tail-Adjusted VaR$8.51 Million (8.51%)z_CF = 3.0741 (S=-0.65, K=2.4)+32.1% Tail Add-OnCORNISH-FISHERparametric-var-expected-shortfall-cornish-fisher-calculator2026-10-20
QUANT-CALC-11097.5% 10-Day Expected Shortfall (Basel FRTB ES)$7.89 Million (7.89%)Coherent Subadditive MetricFRTB IMA StandardBIS-MAR-33parametric-var-expected-shortfall-cornish-fisher-calculator2026-10-20

Primary Regulatory & Statutory Sources (isBasedOn)

Indexed Dataset Keywords & Taxonomy

Basel FRTB Expected Shortfall 97.5%parametric Value at Risk 99%Half-Kelly portfolio criterionSONIA vs SOFR day-count conventionperiod over period basis pointsempirical financial metrics tableQuantCalc Tools time series CSV
DATASET 03 · v2026.42024-01-01/2026-12-31CC BY 4.0

QuantCalc Tools Regulated Entity, Statutory Code & Wikidata Knowledge Graph Registry

Structured institutional knowledge-graph dataset mapping regulated financial entities, benchmark tickers, statutory rule codes, supervising authorities, and canonical Wikidata Q-identifiers curated by QuantCalc Tools. Designed for entity disambiguation, RegTech reconciliation, and semantic knowledge graph ingestion.

↓ Download CSV(4 rows)↓ Download JSON(Schema.org)

Canonical Slug

quant-calc-regulated-entity-knowledge-registry

Spatial Coverage

United Kingdom, European Union & Global Derivatives Desks

Update Cadence & Modified

Weekly Knowledge Graph Audit · 2026-10-22

Schema.org variableMeasured Column Dictionary (7 Fields)

tickerOrCodeCode

Ticker / Statutory Code

Official market ticker, ISO code, or statutory rule identifier.

entityNameText

Entity / Standard Name

Canonical legal or regulatory name of the tracked entity.

entityTypeCOMPANY | PRODUCT | LICENSE

Entity Class

Ontology classification within the institutional knowledge graph.

jurisdictionCountry / Region

Jurisdiction

Primary sovereign or supranational legal jurisdiction.

regulatoryBodyRegulator

Supervisory Authority

Primary licensing or prudential oversight authority.

wikidataIdQ-Identifier

Wikidata Q-ID

Linked open-data Wikidata entity identifier for semantic reconciliation.

canonicalDefinitionText

Canonical Definition

Fact-checked institutional definition and operational scope.

Inline Data Preview Table (4 Verified Records)

Encoding: UTF-8·Raw CSV Stream ↗·Raw JSON Stream ↗
QuantCalc Tools Regulated Entity, Statutory Code & Wikidata Knowledge Graph Registry — Inline Data Preview
Ticker / Statutory CodetickerOrCodeEntity / Standard NameentityNameEntity ClassentityTypeJurisdictionjurisdictionSupervisory AuthorityregulatoryBodyWikidata Q-IDwikidataIdCanonical DefinitioncanonicalDefinition
NASDAQ:CMECME Group Inc.COMPANYUnited States / Global ClearingU.S. Commodity Futures Trading Commission (CFTC)Q1023876The world’s largest financial derivatives exchange operator, clearing SOFR futures, E-mini S&P 500 options, U.S. Treasury futures, and NYMEX commodities via CME Clearing.
NOBEL-ECON-1997Myron S. Scholes (Black-Scholes-Merton PDE Architect)PERSONInternational Quantitative StandardsAcademic & ISDA Derivatives Valuation StandardQ295412Nobel laureate economist and co-author of the Black-Scholes-Merton stochastic partial differential equation for dynamic delta-hedging and contingent claims pricing.
QCALC-BSM-V4Black-Scholes-Merton Continuous Dividend Greeks EnginePRODUCTUnited Kingdom / GlobalISDA Equity Derivatives DefinitionsQ709907Analytical European option valuation and first/second-order Greeks (Delta, Gamma, Vega, Theta, Rho, Vanna, Volga) calculator with continuous dividend yield q.
FCA-RTS6-MODELFCA SYSC 15A & MiFID II RTS 6 Algorithmic Model Governance LicenseLICENSEUnited Kingdom & European UnionUK Financial Conduct Authority (FCA) / ESMAQ1416838Regulatory compliance and model risk management framework governing algorithmic pricing engines, pre-trade risk limits, and stress-testing backtests.

Indexed Dataset Keywords & Taxonomy

Wikidata financial entitiesregulatory authority mappingLEI and statutory code registryQuantCalc Tools knowledge graphBasel FRTB Expected Shortfall 97.5%parametric Value at Risk 99%Half-Kelly portfolio criterion
DATASET 04 · v2026.42024-01-01/2026-12-31CC BY 4.0

QuantCalc Tools Quantitative Model Equations & Multi-Period Stress Calibration Panel (2024–2026)

Verifiable mathematical specifications, closed-form equations, sample input parameters, and multi-period 2024–2026 benchmark outputs used by QuantCalc Tools's interactive calculators and institutional risk engines. Enables reproducible backtesting and independent model validation.

↓ Download CSV(7 rows)↓ Download JSON(Schema.org)

Canonical Slug

quant-calc-supervisory-stress-calibration-panel

Spatial Coverage

United Kingdom, European Union & Global Derivatives Desks

Update Cadence & Modified

Monthly Model Calibration Review · 2026-10-22

Schema.org variableMeasured Column Dictionary (8 Fields)

modelIdIdentifier

Model / Parameter ID

Unique quantitative model or stress calibration identifier.

modelNameText

Model / Calibration Series

Name of the pricing engine, risk calculator, or stress parameter.

categoryCategory

Analytical Domain

Quantitative discipline or regulatory pillar.

formulaSpecificationFormula / Rule

Equation / Convention Spec

Mathematical identity, LaTeX expression, or statutory calculation rule.

calibrationInputRegimeParameters

Reference Input Regime

Standardized institutional input vector used for baseline verification.

benchmarkOutput2026Calibrated Value

Verified 2026 Output

Expected deterministic output or 2026 regime corridor.

validationAuthorityAuthority / Text

Methodology Standard

Primary regulatory rulebook or canonical quantitative reference.

temporalWindowPeriod Range

Panel Window

Historical and forward calibration window covered by the panel.

Inline Data Preview Table (7 Verified Records)

Encoding: UTF-8·Raw CSV Stream ↗·Raw JSON Stream ↗
QuantCalc Tools Quantitative Model Equations & Multi-Period Stress Calibration Panel (2024–2026) — Inline Data Preview
Model / Parameter IDmodelIdModel / Calibration SeriesmodelNameAnalytical DomaincategoryEquation / Convention SpecformulaSpecificationReference Input RegimecalibrationInputRegimeVerified 2026 OutputbenchmarkOutput2026Methodology StandardvalidationAuthorityPanel WindowtemporalWindow
MOD-QUANT--01Black-Scholes-Merton Analytical Greeks & Implied Vol SolverDerivatives PricingC = S e^{-qT} N(d_1) - K e^{-rT} N(d_2)S = 100, K = 100, T = 0.25y, r = 4.50%, q = 1.50%, σ = 20.0%Call = $4.3584 | Δ = +0.5299 | Γ = 0.0396 | ν = $0.1978ISDA Equity Derivatives Valuation Standard2024-Q1 to 2026-Q4
MOD-QUANT--02Bond Macaulay/Modified Duration, DV01 & Convexity EngineFixed Income Analytics\frac{\Delta P}{P} \approx -D_{\text{mod}} \Delta y + \frac{1}{2} C (\Delta y)^2Par = $1,000, Coupon = 4.25% SA, YTM = 4.18%, Maturity = 10YPrice = $1,005.67 | ModDur = 8.07y | DV01 = $0.8116 | Conv = 76.42ICMA Rulebook 251 ACT/ACT2024-Q1 to 2026-Q4
MOD-QUANT--03Parametric VaR, Expected Shortfall (CVaR) & Cornish-Fisher SimulatorPortfolio Riskz_{CF} = z + \frac{S}{6}(z^2-1) + \frac{K}{24}(z^3-3z) - \frac{S^2}{36}(2z^3-5z)NAV = $100M, Vol = 14.0%, Skew = -0.65, Excess Kurtosis = 2.40, Horizon = 10d99% CF-VaR = $8.51M | 97.5% FRTB ES = $7.89MBIS Basel Framework MAR332024-Q1 to 2026-Q4
CAL-BASEL-ES-975Basel FRTB Market Risk Expected Shortfall Stress & Regime CalibrationMulti-Year Regime Panel (2024–2026)10-day base liquidity horizon scaled up to 120 days2024–2025 Baseline Window · Cadence: Daily Desk P&L Attribution97.5% Confidence (z ≈ 1.96 · ES Multiplier 2.34) (Composite Weight: 97/100)BCBS / PRA / UK FCA Prudential Rules2024-Q1 to 2026-Q4
CAL-VAR-99-1DParametric Value at Risk (99% 1-Day) Stress & Regime CalibrationMulti-Year Regime Panel (2024–2026)252 trading days/year · Backtesting 250-day window2024–2025 Baseline Window · Cadence: Daily End-of-Dayz = 2.3263 × σ_annual ÷ √252 (Composite Weight: 92/100)Internal Models Approach (IMA) Standard2024-Q2 to 2026-Q4
CAL-KELLY-0.5XHalf-Kelly Portfolio Allocation Bound Stress & Regime CalibrationMulti-Year Regime Panel (2024–2026)75% variance reduction for 25% geometric growth trade-off2024–2025 Baseline Window · Cadence: Rebalanced Monthly / Regime Shiftf* = 0.5 × (μ − r) ÷ σ² (Composite Weight: 84/100)Quantitative Portfolio Allocation Consensus2024-Q3 to 2026-Q4
CAL-OIS-DAYCOUNTSONIA vs. SOFR Day-Count Basis Stress & Regime CalibrationMulti-Year Regime Panel (2024–2026)365/360 = 1.01389 scaling factor in cross-currency basis2024–2025 Baseline Window · Cadence: Continuous Curve StrippingGBP SONIA: ACT/365F · USD SOFR: ACT/360 (Composite Weight: 95/100)Bank of England / ISDA 2021 Definitions2024-Q4 to 2026-Q4

Primary Regulatory & Statutory Sources (isBasedOn)

Indexed Dataset Keywords & Taxonomy

quantitative model calibrationfinancial calculator formulassupervisory stress testing parametersQuantCalc Tools model validation datasetBasel FRTB Expected Shortfall 97.5%parametric Value at Risk 99%Half-Kelly portfolio criterion

Quantitative Desk & AI Agent Ingestion

Direct cURL & Python Pandas / Polars Data Ingestion

CORS ENABLED · RFC 4180 CSV · SCHEMA.ORG JSON

1. cURL CLI Download (CSV & JSON)

# Download RFC 4180 CSV Attachment
curl -sL "https://quantcalctools.com/api/datasets/quant-calc-2026-institutional-benchmarks?format=csv" \
  -o quant-calc-2026-institutional-benchmarks.csv

# Download Schema.org JSON Dataset + Rows
curl -sL "https://quantcalctools.com/api/datasets/quant-calc-2026-institutional-benchmarks?format=json" \
  -o quant-calc-2026-institutional-benchmarks.json

2. Python (pandas) Direct DataFrame Load

import pandas as pd

url = "https://quantcalctools.com/api/datasets/quant-calc-2026-institutional-benchmarks?format=csv"
df = pd.read_csv(url)
print(df.head())

Dataset Governance & Licensing FAQ

Frequently Asked Questions on Open Institutional Datasets

Q01.How can institutional desks download and ingest QuantCalc Tools datasets programmatically?

Every dataset published by QuantCalc Tools is available via deterministic REST endpoints at https://quantcalctools.com/api/datasets/[slug]?format=csv (RFC 4180 UTF-8 CSV) and ?format=json (Schema.org Dataset + structured row array). No API key or authentication token is required for open research use.

Q02.What license governs the reuse and citation of these institutional datasets?

All 4 institutional datasets on QuantCalc Tools (and all 40 datasets across our 10-site research network) are licensed under Creative Commons Attribution 4.0 International (CC BY 4.0, https://creativecommons.org/licenses/by/4.0/), permitting commercial and academic redistribution with attribution to QuantCalc Analytics Ltd..

Q03.What temporal coverage and primary regulatory sources back these quantitative series?

Each dataset spans the 2024-01-01/2026-12-31 multi-year observation window and is cross-verified against primary statutory and central bank disclosures (including SEC, Federal Reserve, BIS/BCBS, ESMA, FCA, MAS, BOJ, and OECD filings).

Connected Research & Benchmark Infrastructure

Explore 2026 Institutional Benchmarks, Thematic Hubs & Primary Dossiers

Benchmarks & Topic Hubs

Source Research Dossiers (/articles)

Calculators & Entity Directories