Redefining Quantitative Finance
Quant Research, Systematic Investment and AI
Welcome aboard! 🤝
I’m Quant Beckman, a Spain-based quantitative researcher. I currently serve a multi-family office and have partnered with cutting-edge ventures, multi-strategy pod shops, and specialized investment platforms that are redefining finance.
My mission is simple: solve million-dollar problems for funds and firms. I’ve engineered predictive models, built scalable infrastructure, and designed systematic investment strategies that convert raw data into lasting competitive advantage. Today those same skills power a broader vision—creating alternative funding pathways that free businesses from costly bank loans and inflexible mortgage structures.
Right now, I’m assembling a portfolio of AI- and DeFi-driven ventures at the intersection of technology and capital markets. Each company targets liquidity gaps and disconnected information pipelines with solutions designed to deliver both societal impact and superior risk-adjusted returns.
Over the next six to ten years, my goal is to weave these innovations into flexible financing rails that entrepreneurs worldwide can access when traditional banks can’t—or won’t—step up. By challenging legacy constraints, I aim to build a more agile, inclusive financial ecosystem.
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. 23/8/2025 (updated)
RESEARCH
Basics: Quantitative modeling
Quantitative research: Model development
DATA
Basics: Data types and structures
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
Options: Iron Condor, Iron Butterfly, Straddles & Strangles
Parameter Optimization: Walk-Forward
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
Basics: Components of the investigation
Strategy evaluation: Historical backtest, testing and validation
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!