Plain-English reads on money.
Start with the basics of SIPs, costs and risk. The research collection goes deeper for readers who want it.
Factor Investing in 2025: Value, Momentum, Quality, Low-Volatility
A practitioner’s view of where the canonical equity factors stand after a decade of crowding, drawdown and renewal — and how to construct factor exposure that survives.
Cross-Sectional vs Time-Series Momentum
Two cousins of the same family, often confused, with materially different risk characteristics. Understanding the distinction is fundamental to portfolio design.
Why Backtests Lie: A Practitioner’s Guide to Honest Validation
Nine out of ten beautiful backtests will not survive contact with live capital. The reason is rarely technical — it is statistical and behavioural. A field guide to building research you can stake real money on.
Building a Quant Team: Skills, Culture, Process
The hardest problem in quantitative finance is rarely the maths. It is the institutional question of how to combine specialised talent, sustainable culture and reproducible process into something that compounds.
The Quant Researcher’s Reading List
A curated reading list for serious quant researchers and institutional investors. Books that improve thinking, not just technique — spanning markets, statistics, history and the philosophy of model use.