<?xml version="1.0" encoding="UTF-8"?>
<urlset xmlns="http://www.sitemaps.org/schemas/sitemap/0.9" xmlns:news="http://www.google.com/schemas/sitemap-news/0.9">
  <url>
    <loc>https://quantcalctools.com/guides/thursday-drop-friday-flat-tape</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-23T18:52:28.822Z</news:publication_date>
      <news:title>Thursday’s Nasdaq drop and Friday’s flat tape: what can be measured before the close</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/us-treasury-19bps-flash-rally-convexity-hedging-30y-term-premium-va-r-recalibration-october-2026</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-23T18:26:20.711Z</news:publication_date>
      <news:title>Quantifying the October 2026 Treasury Flash Rally: 10-Year -19 bps Safe-Haven Shock, 30-Year 5.55% Term Premium Physics, and Portfolio Convexity/VaR Recalibration</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/basel-iii-endgame-frtb-ima-expected-shortfall-isda-simm-v2-margin-calibration-2026</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T17:13:00.805Z</news:publication_date>
      <news:title>Basel III Endgame FRTB &amp; ISDA SIMM v2.6+ Quantitative Calibration: Expected Shortfall, Non-Modellable Risk Factors (NMRF), and Cross-Margin Capital Optimization (2026)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/cme-span-2-historical-var-margin-methodology-cross-margining-haircuts-kelly-criterion-optimization</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T13:11:18.190Z</news:publication_date>
      <news:title>CME SPAN 2 Historical VaR Margin Methodology, Cross-Margining Haircuts &amp; Portfolio Kelly Criterion Optimization</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/compounded-sofr-in-arrears-ny-fed-index-carry-trade-calculator</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T08:04:12.739Z</news:publication_date>
      <news:title>Compounded SOFR In-Arrears, NY Fed SOFR Index &amp; Repo Carry Trade Calculator Guide</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/sofr-index-act360-mathematical-formula-derivation</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T07:59:17.363Z</news:publication_date>
      <news:title>NY Fed SOFR Index ACT/360 In-Arrears Compounding Engine: Closed-Form Mathematical Specification &amp; IEEE-754 Verification (4.4151% 90-Day Annualized Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/sofr-index-act360-worked-100m-institutional-example</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T07:44:17.363Z</news:publication_date>
      <news:title>NY Fed SOFR Index ACT/360 In-Arrears Compounding Engine: Worked $100M Institutional Portfolio Verification Example (4.4151% 90-Day Annualized Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/sofr-index-act360-5-day-lookback-observation-shift</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T07:29:17.363Z</news:publication_date>
      <news:title>NY Fed SOFR Index ACT/360 In-Arrears Compounding Engine: Observation Shift vs. Lookback Convention Comparison (4.4151% 90-Day Annualized Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/sofr-index-act360-stress-testing-tail-risk-scenarios</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T07:14:17.363Z</news:publication_date>
      <news:title>NY Fed SOFR Index ACT/360 In-Arrears Compounding Engine: Historical Stress Testing &amp; Tail-Risk Scenario Calibration (4.4151% 90-Day Annualized Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/sofr-index-act360-capital-efficiency-margin-offsetting</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T06:59:17.363Z</news:publication_date>
      <news:title>NY Fed SOFR Index ACT/360 In-Arrears Compounding Engine: Cross-Margining &amp; Capital Efficiency Optimization (4.4151% 90-Day Annualized Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/sofr-index-act360-higher-for-longer-sofr-sensitivity</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T06:44:17.363Z</news:publication_date>
      <news:title>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)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/sofr-index-act360-algorithmic-execution-slippage-bounds</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T06:29:17.363Z</news:publication_date>
      <news:title>NY Fed SOFR Index ACT/360 In-Arrears Compounding Engine: Execution Slippage, Haircut Floors &amp; Rebalancing Drag (4.4151% 90-Day Annualized Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/sofr-index-act360-regulatory-audit-validation-checklist</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T06:14:17.363Z</news:publication_date>
      <news:title>NY Fed SOFR Index ACT/360 In-Arrears Compounding Engine: Model Risk Management (SR 11-7) Validation Benchmarks (4.4151% 90-Day Annualized Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/cme-span-2-var-margin-frtb-expected-shortfall-kelly-calculator</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T06:04:12.739Z</news:publication_date>
      <news:title>CME SPAN 2 VaR Margin, Basel FRTB Expected Shortfall &amp; Fractional Kelly Sizing Engine</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/cme-span2-var-mathematical-formula-derivation</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T05:59:17.363Z</news:publication_date>
      <news:title>CME SPAN 2 Historical &amp; Stress Value-at-Risk (VaR) Model: Closed-Form Mathematical Specification &amp; IEEE-754 Verification (6.26% Initial Margin / Notional Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/cme-span2-var-worked-100m-institutional-example</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T05:44:17.363Z</news:publication_date>
      <news:title>CME SPAN 2 Historical &amp; Stress Value-at-Risk (VaR) Model: Worked $100M Institutional Portfolio Verification Example (6.26% Initial Margin / Notional Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/cme-span2-var-5-day-lookback-observation-shift</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T05:29:17.363Z</news:publication_date>
      <news:title>CME SPAN 2 Historical &amp; Stress Value-at-Risk (VaR) Model: Observation Shift vs. Lookback Convention Comparison (6.26% Initial Margin / Notional Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/cme-span2-var-stress-testing-tail-risk-scenarios</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T05:14:17.363Z</news:publication_date>
      <news:title>CME SPAN 2 Historical &amp; Stress Value-at-Risk (VaR) Model: Historical Stress Testing &amp; Tail-Risk Scenario Calibration (6.26% Initial Margin / Notional Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/cme-span2-var-capital-efficiency-margin-offsetting</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T04:59:17.363Z</news:publication_date>
      <news:title>CME SPAN 2 Historical &amp; Stress Value-at-Risk (VaR) Model: Cross-Margining &amp; Capital Efficiency Optimization (6.26% Initial Margin / Notional Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/cme-span2-var-higher-for-longer-sofr-sensitivity</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T04:44:17.363Z</news:publication_date>
      <news:title>CME SPAN 2 Historical &amp; Stress Value-at-Risk (VaR) Model: Sensitivity Analysis in a 3.75%–4.40% SOFR Rate Regime (6.26% Initial Margin / Notional Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/cme-span2-var-algorithmic-execution-slippage-bounds</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T04:29:17.363Z</news:publication_date>
      <news:title>CME SPAN 2 Historical &amp; Stress Value-at-Risk (VaR) Model: Execution Slippage, Haircut Floors &amp; Rebalancing Drag (6.26% Initial Margin / Notional Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/cme-span2-var-regulatory-audit-validation-checklist</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T04:14:17.363Z</news:publication_date>
      <news:title>CME SPAN 2 Historical &amp; Stress Value-at-Risk (VaR) Model: Model Risk Management (SR 11-7) Validation Benchmarks (6.26% Initial Margin / Notional Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/frtb-es-975-mathematical-formula-derivation</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T03:59:17.363Z</news:publication_date>
      <news:title>Basel III FRTB 97.5% Expected Shortfall (ES) Tail Metric: Closed-Form Mathematical Specification &amp; IEEE-754 Verification (97.5% Confidence Interval Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/frtb-es-975-worked-100m-institutional-example</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T03:44:17.363Z</news:publication_date>
      <news:title>Basel III FRTB 97.5% Expected Shortfall (ES) Tail Metric: Worked $100M Institutional Portfolio Verification Example (97.5% Confidence Interval Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/frtb-es-975-5-day-lookback-observation-shift</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T03:29:17.363Z</news:publication_date>
      <news:title>Basel III FRTB 97.5% Expected Shortfall (ES) Tail Metric: Observation Shift vs. Lookback Convention Comparison (97.5% Confidence Interval Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/frtb-es-975-stress-testing-tail-risk-scenarios</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T03:14:17.363Z</news:publication_date>
      <news:title>Basel III FRTB 97.5% Expected Shortfall (ES) Tail Metric: Historical Stress Testing &amp; Tail-Risk Scenario Calibration (97.5% Confidence Interval Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/frtb-es-975-capital-efficiency-margin-offsetting</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T02:59:17.363Z</news:publication_date>
      <news:title>Basel III FRTB 97.5% Expected Shortfall (ES) Tail Metric: Cross-Margining &amp; Capital Efficiency Optimization (97.5% Confidence Interval Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/frtb-es-975-higher-for-longer-sofr-sensitivity</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T02:44:17.363Z</news:publication_date>
      <news:title>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)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/frtb-es-975-algorithmic-execution-slippage-bounds</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T02:29:17.363Z</news:publication_date>
      <news:title>Basel III FRTB 97.5% Expected Shortfall (ES) Tail Metric: Execution Slippage, Haircut Floors &amp; Rebalancing Drag (97.5% Confidence Interval Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/frtb-es-975-regulatory-audit-validation-checklist</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T02:14:17.363Z</news:publication_date>
      <news:title>Basel III FRTB 97.5% Expected Shortfall (ES) Tail Metric: Model Risk Management (SR 11-7) Validation Benchmarks (97.5% Confidence Interval Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/cornish-fisher-var-mathematical-formula-derivation</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T01:59:17.363Z</news:publication_date>
      <news:title>Cornish-Fisher Skew &amp; Kurtosis Modified Parametric VaR: Closed-Form Mathematical Specification &amp; IEEE-754 Verification (99.0% Non-Normal Quantile Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/cornish-fisher-var-worked-100m-institutional-example</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T01:44:17.363Z</news:publication_date>
      <news:title>Cornish-Fisher Skew &amp; Kurtosis Modified Parametric VaR: Worked $100M Institutional Portfolio Verification Example (99.0% Non-Normal Quantile Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/cornish-fisher-var-5-day-lookback-observation-shift</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T01:29:17.363Z</news:publication_date>
      <news:title>Cornish-Fisher Skew &amp; Kurtosis Modified Parametric VaR: Observation Shift vs. Lookback Convention Comparison (99.0% Non-Normal Quantile Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/cornish-fisher-var-stress-testing-tail-risk-scenarios</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T01:14:17.363Z</news:publication_date>
      <news:title>Cornish-Fisher Skew &amp; Kurtosis Modified Parametric VaR: Historical Stress Testing &amp; Tail-Risk Scenario Calibration (99.0% Non-Normal Quantile Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/cornish-fisher-var-capital-efficiency-margin-offsetting</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T00:59:17.363Z</news:publication_date>
      <news:title>Cornish-Fisher Skew &amp; Kurtosis Modified Parametric VaR: Cross-Margining &amp; Capital Efficiency Optimization (99.0% Non-Normal Quantile Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/cornish-fisher-var-higher-for-longer-sofr-sensitivity</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T00:44:17.363Z</news:publication_date>
      <news:title>Cornish-Fisher Skew &amp; Kurtosis Modified Parametric VaR: Sensitivity Analysis in a 3.75%–4.40% SOFR Rate Regime (99.0% Non-Normal Quantile Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/cornish-fisher-var-algorithmic-execution-slippage-bounds</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T00:29:17.363Z</news:publication_date>
      <news:title>Cornish-Fisher Skew &amp; Kurtosis Modified Parametric VaR: Execution Slippage, Haircut Floors &amp; Rebalancing Drag (99.0% Non-Normal Quantile Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/cornish-fisher-var-regulatory-audit-validation-checklist</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-22T00:14:17.363Z</news:publication_date>
      <news:title>Cornish-Fisher Skew &amp; Kurtosis Modified Parametric VaR: Model Risk Management (SR 11-7) Validation Benchmarks (99.0% Non-Normal Quantile Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/half-kelly-leverage-mathematical-formula-derivation</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-21T23:59:17.363Z</news:publication_date>
      <news:title>Continuous Fractional Half-Kelly Portfolio Leverage Criterion: Closed-Form Mathematical Specification &amp; IEEE-754 Verification (1.635x Optimal Gross Leverage Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/half-kelly-leverage-worked-100m-institutional-example</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-21T23:44:17.363Z</news:publication_date>
      <news:title>Continuous Fractional Half-Kelly Portfolio Leverage Criterion: Worked $100M Institutional Portfolio Verification Example (1.635x Optimal Gross Leverage Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/half-kelly-leverage-5-day-lookback-observation-shift</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-21T23:29:17.363Z</news:publication_date>
      <news:title>Continuous Fractional Half-Kelly Portfolio Leverage Criterion: Observation Shift vs. Lookback Convention Comparison (1.635x Optimal Gross Leverage Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/half-kelly-leverage-stress-testing-tail-risk-scenarios</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-21T23:14:17.363Z</news:publication_date>
      <news:title>Continuous Fractional Half-Kelly Portfolio Leverage Criterion: Historical Stress Testing &amp; Tail-Risk Scenario Calibration (1.635x Optimal Gross Leverage Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/half-kelly-leverage-capital-efficiency-margin-offsetting</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-21T22:59:17.363Z</news:publication_date>
      <news:title>Continuous Fractional Half-Kelly Portfolio Leverage Criterion: Cross-Margining &amp; Capital Efficiency Optimization (1.635x Optimal Gross Leverage Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/half-kelly-leverage-higher-for-longer-sofr-sensitivity</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-21T22:44:17.363Z</news:publication_date>
      <news:title>Continuous Fractional Half-Kelly Portfolio Leverage Criterion: Sensitivity Analysis in a 3.75%–4.40% SOFR Rate Regime (1.635x Optimal Gross Leverage Benchmark)</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/guides/half-kelly-leverage-algorithmic-execution-slippage-bounds</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en</news:language>
      </news:publication>
      <news:publication_date>2026-10-21T22:29:17.363Z</news:publication_date>
      <news:title>Continuous Fractional Half-Kelly Portfolio Leverage Criterion: Execution Slippage, Haircut Floors &amp; Rebalancing Drag (1.635x Optimal Gross Leverage Benchmark)</news:title>
    </news:news>
  </url>
</urlset>