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A selection of PDF Textbooks and courses in quantitative finance, structured around methodological discipline and scientific rigor, with selected works accompanied by implementation frameworks
Synthetic Data & Backtesting Bundle
Synthetic Data in Inferential Backtesting · Synthetic OHLC Simulation via DCC–GARCH · Scientific Backtesting
Premium PDF Textbooks & Bundles
Methodological depth and research workflows
Synthetic Data in Inferential Backtesting
A Framework for Learning and Evaluation of Trading Models with OHLC Time Series Simulated via ARMA–GARCH–Copula and AI Foundation Forecasting Model
Synthetic OHLC Simulation via DCC–GARCH
Including a Comprehensive R and Python Implementation and a Brief Walk-Forward Backtesting Interface
Scientific Backtesting
A Methodological Framework for Inference and Explainability in Trading Models
Algorithmic Trading Models: Conceptual Foundations and Methodological Frameworks
Understanding Model-Based Trading as a Scientific Process
Copula Theory Compendium
Open-access theory and formulas
Copulas: Theory, Generation, and Applications
A reference guide to copula theory, four fundamental copula families, dependence coefficients, three copula generation methods, and probability formulas — covering Sklar's theorem, tail dependence, rotation, the Khoudraji device, mixtures, and joint and conditional probability formulas.
Open Video Courses
Structured playlists — concept and implementation
Copulas: Theory & Project with R
An Introductory Course in Copula Theory and Its Applications in Statistical Modeling Using R
Copula Generation: Theory & Visualization
Copula construction via rotation, the Khoudraji device, and mixtures