Redefining Quantitative Finance
Quant Research, Systematic Investment and AI
Welcome aboard! 🤝
I’m Quant Beckham, the mind behind Trading the Breaking! As a quant researcher, I am privileged to currently work at a multi-family office, and have also contributed to other innovative ventures, boutique investment firms (multi‐strategy pod shops), and specialized investment platforms that are reshaping the strategic financial landscape.
My mission is straightforward: transform complex data into decisive, actionable strategies. Over the years, I’ve engineered mathematical models, architected scalable systems, and pioneered novel trading methodologies, all with a singular focus: maintaining a competitive edge in financial markets.
Right now, my focus is on building a portfolio of innovative AI and DeFi companies at the forefront of technological and financial transformation. These ventures are pioneering solutions in impact investing, with a focus on neurological healthcare—including conditions like ADHD, epilepsy, and OCD.
Over the next three to six years, my goal is to harness the potential of these innovations to improve and maintain sustainable and competitive returns while driving alternative financing for businesses—without expensive bank loans or unaffordable mortgages. I'm committed to challenging the limitations of the traditional banking system and paving the way for a more agile and inclusive financial future.
This newsletter is designed to equip you with the same insights and resources that drive this mission—so you can stay ahead, make smarter decisions, and be part of a meaningful financial shift.
But first, who is this for?
Quants and algorithmic traders.
Systematic investors.
If you don't fit into one of these categories, please unsubscribe now.
What is the content of this newsletter?
Data engineering and alternative data sources.
Quant models and trading strategies.
Infrastructure and technology architecture.
Optimization, testing and simulation.
Market intel and global macro research.
Portfolio construction and asset allocation.
Not sure where to begin?
Here’s a quick roadmap to guide you through the highlights of this newsletter. 9/7/2025 (updated)
DATA
Basics: Get and store market data
Preprocessing: Data cleaning, preparation and Quality standards
Alternative bars: Tick, Dollar, Volume; Range, Renko, Filter, Volatility bars
MODELS
Clustering: batch models, graph models, online models
Dependency: Generalized Gumbel copula
FEATURES
Basics: Early feature selection
FS online: Incremental feature selection
RISK
Basics: RiskOps paradigm guide
Allocation: Capital allocation to portfolio of systems
Position sizing: Contract sizing and leverage
Closing algorithm: Position manager
Bailout algorithm: Circuit breaker
Take profit & stoploss: Optimal targets
TESTING
Bactesting: Historical backtest
Metrics: Trading metrics and alternative metrics
Synthetic data: Synthetic scenarios
PORTFOLIO
Portfolio construction: Asset selection
PM methods: Robust covariance estimation
CAREER
Through this newsletter, I’m excited to share the insights, strategies, and behind-the-scenes moments that shape my work. Whether you’re a curious investor or a seasoned quant, I’m here to challenge conventional thinking, inspire bold ideas, and guide you through the complex, ever-evolving world of quantitative finance.
Let’s explore the future together!
For now, buckle up—it’s gonna be a wild ride.
—Quant Beckman
Founder of Trading the Breaking
Thank you to all the special people who have decided to be part of the project and shared their thoughts:
Continue sharing your information, thanks!