Introducing the Math & Markets Trading Series
Coming soon: A series of books for serious and systematic retail traders
We are launching the Math & Markets Trading Series — a collection of technical books that go deep on specific areas of systematic trading, written for retail traders who want more than surface-level guides. Each book is self-contained, technically rigorous, and built to close the gap between what most retail resources offer and what serious traders actually need to know.
We will also make available interactive charts and other content on our website.
The first book will be launched in Fall 2026.
Book 1 — Trading Volatility A Quantitative Guide to Volatility, Options, and the Edge Most Traders Ignore
Most options traders are stuck between retail guides that cover mechanics but not thinking, and academic literature that covers thinking but not practice. This book occupies that gap — from VIX construction and term structure through the Greeks, surface building, 0DTE execution, and smarter hedging, closing with Kelly Criterion applied to asymmetric payoffs.
Book 2 — Regime and Allocation A Quantitative Guide to Regime Detection, Momentum Switching, and Adaptive Allocation
A strategy that works in one environment and fails in another is not a strategy — it is a bet on conditions continuing. This book covers regime detection using Hidden Markov Models, momentum-based switching logic, and the design of the dual allocator that has been built and stress-tested throughout the Substack. The goal is systems that know where they are.
Book 3 — Risk, Sizing, and Survival Kelly Criterion, Drawdown Control, and the Mathematics of Staying in the Game
Edge without survival is a slower way to go to zero. This book is about staying in the game: Kelly Criterion and its fractional variants, principled drawdown limits, portfolio correlation, tail risk, and the practical construction of a risk budget. Most traders spend more time on signal than on sizing. This book corrects that.
Book 4 — Reading the World Geopolitics, Factor Models, Alternative Data, and the Trades That Aren’t in the Textbook
The first three books build the methodology. This one applies it — to Venezuela as a geopolitical commodity trade, the SaaS collapse seen through a factor model, the AI infrastructure thesis, gold and silver under macro uncertainty, satellite data on port activity, and Buffett’s portfolio decomposed into quantitative factors. The most accessible book in the series, and the one that shows what systematic thinking looks like applied to markets you recognize.
More in development. The building continues publicly.