Free Quantitative Finance Worked Examples

Follow a quantitative result from its inputs to its output. These free examples pair the explanation with runnable code, expected results and the limitations that matter when interpreting them.

• PSR: check every step of the calculation Why skewness, kurtosis and the benchmark change the answer. Try the same inputs in the free calculator.
• VPIN: one tape, two different readings Bulk volume classification and the tick rule on the same 20,000 synthetic trades. Includes 15 tests.
• HRP: compare six allocation methods In-sample and out-of-sample volatility on a 20-asset synthetic panel. Includes 13 tests.

Run the examples

The GitHub research directory contains the code, sample data and expected CSV output. Start with the installation instructions and implementation index. After installing the dependencies, the Python examples run offline.

What these checks establish

Known inputs help expose implementation errors: lost volume in a bucket, weights that fail to sum to one, or a missing term in a formula. A passing test supports the behavior it checks. It does not establish that a method predicts future prices, survives transaction costs or generalizes beyond the example.

All examples and tools are freely accessible. For background, browse the research library; for data coverage and corrections, read the editorial policy.