Marginalia

Marginalia: Library

A research-grade reference for quantitative finance and active trading, delivered as a cross-linked Obsidian vault. What you get:

• 350+ content notes across Markets, Foundation (math, programming, economics), and Risk and Strategy

• Every note structured the same way: overview, theory, common pitfalls, best practices, market connection, cross-section links

• Citations to canonical sources (Markowitz, Black-Scholes, López de Prado, Bailey, Corsi, Gatheral, Hagan, Engle, Avellaneda-Stoikov, and others)

• A bibliography of cited works with a Google Drive companion folder

• Lifetime access to updates

• Member-only Discord channels: vault releases, books, briefings, support

• Format: Plain Markdown. Works on Mac, Windows, Linux, iOS, Android. Recommended reader is Obsidian (free). Fully offline.

Audience: Retail traders who want precise vocabulary for what shows up on charts. Quantitative practitioners who want research-grade content with canonical citations. Beginners are supported through the General Introduction section.

Marginalia is a curriculum in markets, built from close reading of the canonical texts. It is written for traders at every level.

The beginner who wants to trade profitably and understands there is no shortcut. The intermediate trader whose early progress has flattened and is looking for the depth they skipped. The advanced trader refining edge through the literature they never had time to read.

No signals. No tips. No setups copied from strangers. The actual material: how options are priced, why volatility is a surface, how order flow works, how risk is measured, how a book is sized. Profitability built on what you know, not on what you were told.

The same curriculum happens to be the canonical-text foundation a quantitative finance career requires. Shreve on stochastic calculus. Gatheral and Bergomi on volatility. McNeil on risk. Harris and O'Hara on microstructure. Cartea and Jaimungal on execution. Traders and aspiring quants read the same books because the material is the same.

Read the texts that define the field. Take careful notes. Link the prerequisites. Trust nothing that isn't grounded in a primary source.

The Library is the collection. The Curriculum is the structured path through it. What you do with the material is up to you. Trade with it. Build models with it. Interview with it.