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  1. marksguo.github.io marksguo.github.io Public

    Marks Guo - personal portfolio. Statistics & Finance @ Rochester. Quant research, risk modeling, labor analytics.

    HTML

  2. frtb-ima-risk-monitor frtb-ima-risk-monitor Public

    FRTB IMA-compliant daily VaR/Expected Shortfall risk monitor: stress calibration, liquidity-horizon scaling, NMRF checks, Acerbi-Szekely/Kupiec/Christoffersen backtesting, a Plotly Dash dashboard, …

    Python 2

  3. labor-market-dashboard labor-market-dashboard Public

    Beyond U-3: automated FRED -> PostgreSQL labor market dashboard. Quantifies how U-3 understates labor stress and tracks 8 leading recession indicators.

    Python

  4. SPY-Volatility-Modeling SPY-Volatility-Modeling Public

    Volatility persistence in S&P 500 (2007-2026): OLS, WLS, and robust M-estimation with a full regression-diagnostic suite. Built in R.

    R