Ebooks & guides
Tech & Finance resources to turn a promising backtest into a tenable edge.
Anti-Overfitting: validating a quant edge
The complete method to tell a real signal from overfitting: DSR, CPCV, test budget.
Systematic Portfolio Optimization: Taming Estimation Error
Free — the complete institutional quant pipeline: RMT spectral filtering, Ledoit-Wolf shrinkage, risk parity (ERC/HRP), HMM regime detection, Half-Kelly sizing under CVaR, and anti-p-hacking audits (DSR, CPCV).
Clean backtesting in Python
Avoid look-ahead bias, handle costs and slippage, and produce trustworthy returns.
Risk management & position sizing
From fractional Kelly to stops: sizing without blowing up on an estimation error.
Market regimes & volatility
Detect regimes, test your edge's robustness in high volatility, and filter intelligently.
From backtest to real capital
The bridge from a nice backtest to live execution: paper trading, drift, and operational discipline.
Statistics for traders (no useless math)
The concepts that truly matter: return distributions, significance, confidence intervals.