Archive - Trading the Breaking

[QUANT LECTURE] Why a trading hypothesis?

Hypothesis-Driven Trading Research

Apr 4 • Quant Beckman

March 2026

[WITH CODE] Data transformations: Time series preparation

The hidden statistical problems inside untransformed market series

Mar 27 • Quant Beckman

[INTEL REPORT] The Gulf war’s economic front

Table of contents:

Mar 23 • Quant Beckman

[QUANT LECTURE] Sufficient statistics and minimal signals

Market Inefficiencies - Information Theoretic Approach

Mar 20 • Quant Beckman

[WITH CODE] Infra: Financial APIs

How to build a trading API

Mar 13 • Quant Beckman

[INTEL REPORT] Are markets pricing a war, or a new regime?

How energy shocks and strategic conflict are reshaping multi-asset investing

Mar 9 • Quant Beckman

[QUANT LECTURE] Calibration and scoring under uncertainty

Market Inefficiencies - Information Theoretic Approach

Mar 6 • Quant Beckman

February 2026

[INTEL REPORT] Rates, barrels, borders

Table of contents:

Feb 27 • Quant Beckman

[WITH CODE] Infra: Scraping financial data

Systematic fund scraping

Feb 23 • Quant Beckman

[INTEL REPORT] Escalation and multilateral focus

Coercion, chokepoints, legitimacy, and nuclear monitoring

Feb 21 • Quant Beckman

[QUANT LECTURE] Local predictability via divergence

Market Inefficiencies - Information Theoretic Approach

Feb 19 • Quant Beckman

[INTEL REPORT] Pressure points Q1 2026

Alliances, reserves, and debt

Feb 12 • Quant Beckman

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