Content · How the library is organised

Four formats, one method.

Every topic is taught the same way — methodology first, on real data, with no claim of new results — just in four shapes. From a crisp tutorial on a single idea to a full research article that links the literature to runnable code.

TutorialsCase studiesResearch notesArticles
01

Tutorials

Learn one concept or model at a time, with a clear worked example on real data. Methodology first — how it works and why — never a claim of new results.

  • Pricing options & the Greeks
  • The Kelly criterion for position sizing
  • Black–Scholes on a discrete example
Coming soon
02

Case Studies

A model put to work on a real market event or deal — to see how the theory holds up once the data gets messy. The methodology is the point, not the P&L.

  • EVT + copulas for market risk (VaR)
  • The GameStop short squeeze
  • 2008 housing crisis · the COVID shock
Coming soon
03

Research Notes

Short, empirical reads on what markets are doing right now — the insight and its implication, light on the math. The kind of note a desk puts out when something moves.

  • Rate-path forecasts & Treasury yields
  • Gold through war & inflation
  • Commodity & regime shifts
Coming soon
04

Research Articles

Deeper, paper-style write-ups that connect the academic literature to runnable Python — the full argument, end to end. The bridge from a landmark paper to live code.

  • From a landmark paper to working code
  • Replicating canonical results
  • Cross-linked to the literature library
Coming soon