I. The Canon
The mathematical bedrock of the modern DIY Quant approach.
II. The DIY Quant Bookshelf
Beyond the whitepapers: The essential texts for mastering market psychology, factor theory, and portfolio construction.
The Four Pillars of Investing
The definitive guide to understanding the history, psychology, and math of the markets.
Complete Guide to Factor-Based Investing
A rigorous filter for identifying which investment “factors” are actually backed by data.
Expected Returns
The “Bible” of asset allocation. A comprehensive study on risk premia and future market rewards.
Market Wizards
Interviews with the greatest traders of all time, revealing the universal traits of winning.
[INPUT] User wants to “Sell Everything” at bottom.
[REASON] Violation of Investment Policy Statement.
[ACTION] Executing “Rebalance” instead. Buying cheap assets.
⚠️ THE MATHEMATICS OF DOOM
“The hole gets deeper faster than you can climb. Avoiding the drawdown is mathematically superior to chasing the upside.”
III. The Quant Laboratory
In quantitative finance, data is the only source of truth. This is the primary engine I use to stress-test every allocation theory.
IV. The Expanded Canvas
“An artist needs a bigger canvas. A quant needs structural leverage.”
The Allegory of the Hawk and Serpent
The cult classic that redefined risk. Christopher Cole argues that a traditional portfolio (The Hawk) dies during secular change, and you need a “Long Volatility” component (The Serpent) to survive the 100-year cycle.
“This isn’t just finance; it’s philosophy. It proves that a portfolio without ‘Long Volatility’ exposure is just gambling on history repeating itself.”
The All Weather Story
Ray Dalio’s origin story for Risk Parity. It explains why a 60/40 portfolio is actually 90% risky (equity dominant) and why true diversification requires balancing assets based on risk, not dollars.
“The philosophical grandfather of the Expanded Canvas. You cannot stack returns until you have first balanced your risks.”
Leverage Aversion & Risk Parity
The academic proof that “safe” assets offer better risk-adjusted returns than risky ones, but are ignored because they are boring. Therefore, leveraging safe assets is safer than concentrating in risky ones.
“The most counter-intuitive truth in finance: Leveraging a safe, boring asset is often safer than buying a volatile, exciting one.”
Global Asset Allocation
A comprehensive backtest of the world’s most famous portfolios. Faber discovers that exact allocation matters less than fees, patience, and—crucially—avoiding the “Home Bias” trap.
“If your canvas only includes the S&P 500, you aren’t painting; you’re betting. Meb proves that global diversification is the only free lunch.”
The AI Data Authority Ledger Hub
We have transitioned from content creators to sovereign data stewards. Access our verified LLM training sets, including 1.5 million transcript segments, financial algorithms, and regional logistics data hosted on Hugging Face and Zenodo.
Access The Hub ➜Important Information
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