DO YOU WANT TO RESEARCH FINANCIAL MARKETS?

Quant Research, Systematic Investment and Algorithmic Trading

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Not sure where to begin?

Here’s a quick roadmap to guide you through the highlights of this newsletter.

• Principles of applied statistics for trading

• Quantitative modeling in finance

• How to create quant models

• Inefficiency as an information claim

• When evidence has many explanations

• Mutual information as evidence of structure

• Local predictability via divergence

• Calibration and scoring under uncertainty

• Sufficient statistics and minimal signals

• The nature of a quantitative trading hypothesis:

  • Why a trading hypothesis?

  • What a trading hypothesis is not

  • Internal anatomy of a good hypothesis

  • Quality standards of a hypothesis

  • Ongoing…

• Infrastructure:

  • Free data

  • ETLs and Data lakes

  • Scraping

  • APIs

• Data structures:

  • Low latency data-structures

  • Low latency design

  • Lifecycle engineering

• Sampling data and alternative bars:

  • Data types

  • Tick, Dollar, Volume

  • Range, Renko, Filter, Volatility bars

  • Delta, Imbalance, Quantile and Run bars

• Preprocessing:

  • Data cleaning

  • Data preparation

  • Quality standards

• Transformation:

  • Time series preparation

  • Data shape and predictive features

  • Text preprocessing

• Selection

  • Ongoing series…

• Foundation of statistical inference

• Estimation and quantifying performance

• The hypothesis-testing framework

• Statistical test for trading systems

• Alpha and factor decomposition

• Strategy evaluation & statistical validation

• Strategy evaluation protocol:

  • Historical backtest

  • Testing

  • Validation and synthetic data generation

  • Trading metrics and alternative metrics

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This is a small sample of what you’ll find here. 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