Quantify Club

One Continuous Investment Process

Research, portfolio construction and execution are treated as one connected learning system.

The cycle, step by step

Every project moves through the same eleven steps. The last step feeds the first, so each round of work starts from what the previous one taught.

Eleven steps arranged in a circle, with feedback from step 11 returning to step 1. feedback 1 2 3 4 5 6 7 8 9 10 11 Research to execution,and back again

  1. Data acquisition

    Collect, clean and store financial and market data.

    Quantitative Research

  2. Research hypothesis

    State a testable idea about how markets or instruments behave.

    Quantitative Research

  3. Strategy design

    Turn the hypothesis into precise, rule-based signals.

    Quantitative Research

  4. Backtesting

    Test the rules on historical data and check how robust the results are.

    Quantitative Research

  5. Risk review

    Examine drawdowns, exposures and scenarios before anything is allocated.

    Portfolio Management

  6. Simulated portfolio allocation

    Size positions in a paper-trading portfolio under explicit constraints.

    Portfolio Management

  7. Rebalancing

    Adjust simulated positions as signals and risk change.

    Portfolio Management

  8. Order construction

    Translate portfolio changes into orders with size, type and timing.

    Trading

  9. Simulated execution and execution analysis

    Study routing, market structure and transaction costs for those orders.

    Trading

  10. Monitoring

    Track the simulated portfolio, its risk and the news and macro context.

    Portfolio Management

  11. Feedback into research

    Send what monitoring and execution revealed back to the research desk.

    All desks

The three desks

Each desk is led by a Head of Desk and organises part of the cycle. Members can contribute across desks.

Desk 1 Quantitative Research

Transform financial data and hypotheses into testable quantitative strategies and research outputs.

Responsibilities

  • Data collection and cleaning
  • Database maintenance
  • Exploratory data analysis
  • Quantitative indicators
  • Econometrics and statistics
  • Machine-learning applications
  • Strategy development
  • Backtesting
  • Robustness checks
  • Research documentation

What members produce

  • Notebooks
  • Strategy reports
  • Factor research
  • Datasets
  • Backtesting libraries
  • Dashboards
  • Research presentations

Skills

Python, SQL, statistics, econometrics, optimisation, machine learning, data visualisation.

Desk 2 Portfolio Management

Study how multiple research signals can be translated into coherent simulated portfolios under explicit risk constraints.

Responsibilities

  • Portfolio construction
  • Position sizing
  • Rebalancing
  • Risk management
  • Exposure analysis
  • Drawdown analysis
  • Stress and scenario analysis
  • Monitoring
  • Macro and news context
  • Performance attribution for simulated strategies

Skills

Portfolio theory, optimisation, risk metrics, scenario analysis, financial markets, performance analytics.

Desk 3 Trading

Study the implementation layer between a simulated portfolio decision and market execution.

Responsibilities

  • Order management system concepts
  • Order creation
  • Order routing logic
  • Execution analysis
  • Transaction-cost concepts
  • Market microstructure
  • Forex workflows
  • Trading infrastructure
  • Post-trade analysis

Skills

Market microstructure, execution logic, APIs, software architecture, financial instruments, data pipelines.

No desk works alone

Members do not work in silos. A single idea passes through every desk before it comes back as a better question.

  1. Research proposes a signal.

  2. Portfolio Management evaluates its portfolio and risk implications.

  3. Trading evaluates implementation and execution assumptions.

  4. Monitoring identifies behaviour that is sent back to Research.

  5. The cycle repeats.

Educational simulation only. Quantify Club does not manage client assets, provide investment advice or transmit orders for third parties. Simulated portfolio and trading activities are used for education, research and training.