Redefining Quantitative Finance

Quant Research, Systematic Investment and AI

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Welcome aboard! 🤝🏻

I’m Quant Beckman, a quantitative researcher working with multi-family offices, pod shops and specialised platforms that actually deploy risk. My work is simple to state and hard to copy: turn raw data into durable edge. Models, infrastructure and systematic strategies aimed at one thing: better risk-adjusted returns.

This publication is where I open up part of that pipeline.

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But first, who is this for?

1. Quants.

2. Algorithmic traders.

3. Systematic investors.

If you don't fit into one of these categories, please unsubscribe now.

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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.

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Not sure where to begin?

Here’s a quick roadmap to guide you through the highlights of this newsletter. 6/03/2026 (updated)

• 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

• ETLs

• Data lakes

• Scraping

• Low latency data-structures

• Low latency design

• Lifecycle engineering

• Data types

• Tick, Dollar, Volume

• Range, Renko, Filter, Volatility bars

• Delta, Imbalance, Quantile and Run bars

• Data cleaning

• Data preparation

• Quality standards

• 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

• Historical backtest

• Testing

• Validation and synthetic data generation

• Trading metrics and alternative metrics

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This is part of the previous index. It will continue to be maintained and updated until the new organization is finished. So both will coexist until the migration has been completed.

MODELS

• Basics: What is a model and an algorithm?

• Rule models:

  • FURIA algorithm

  • RIDRA algorithm

  • RIPPER algorithm

• Clustering:

  • Batch models

  • Graph models

  • Online models

• Dependency: Generalized Gumbel copula

• Options:

  • Iron Condor

  • Iron Butterfly

  • Straddles & Strangles

• Parameter Optimization:

  • Walk-Forward

  • CPCV-opt

  • A robust protocol

FEATURES

• Basics: Early feature selection

• Feature selection 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

• Switch-off:

  • Bayesian online change point detection

  • Conformal-Ransac switch-off

  • Robust-protocol change point detection

TESTING

• Basics: Statistical test for trading

• Strategy evaluation:

  • Historical backtest

  • Testing

  • Validation

• Metrics:

  • Trading metrics

  • Alternative metrics

• Synthetic data: Synthetic data generation

PORTFOLIO

• Basics: Portfolio of uncorrelated systems

• Portfolio construction: Asset selection

• PM methods: Robust covariance estimation

CAREER

• Roadmap to become a Quant

• FAQs for quant roles

• Interview level

• Change career

• Experience working with quant teams

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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

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Thank you to all the special people who have decided to be part of the project and shared their thoughts: