A research-grade reference for quantitative finance and active trading.

The library is organized into three cross-linked sections:

Foundation: mathematics, statistics, programming, machine learning, and volatility modeling.

Markets: equities, options, futures, foreign exchange, fixed income, cryptocurrency, and microstructure.

Risk and Strategy: portfolio construction, risk metrics, position sizing, strategy taxonomy, execution, and backtesting methodology.

Over 250 notes, each with a consistent structure: overview, theory, common pitfalls, best practices, market connections, and cross-section links. Citations to canonical sources throughout (Markowitz, Black-Scholes, López de Prado, Bailey, Corsi, Gatheral, Hagan, Avellaneda-Stoikov).

The content addresses both retail traders and quantitative practitioners. Retail readers gain precise terminology for observed phenomena; practitioners encounter research-grade methodology.

Format: Obsidian vault of plain Markdown files. Cross-platform. Stored locally; accessible offline.