Kris Boudt is professor of finance and econometrics at Vrije Universiteit Brussel and Amsterdam. He teaches the courses "GARCH models in R" and "Introduction to portfolio analysis in R" at Datacamp. He is a research partner at Finvex and a founding member of the sentometrics organization. He is also affiliated with the KU Leuven and an invited lecturer at the University of Illinois in Chicago, Renmin University of China, Sichuan University and SWUFE in Chengdu and the University of Aix-Marseille. Kris Boudt obtained his PhD in 2008 for his developments in the modelling and estimation of financial risk under non-normal distribution. He has published his research in the Journal of Banking and Finance, Journal of Econometrics, Journal of Portfolio Management, Journal of Financial Econometrics, Journal of Risk and the Review of Finance, among others. Kris Boudt received several awards for outstanding research and refereeing and is an active contributor to the open source community.