Technically, you're only supposed to write while the section is happening. But that doesn't mean you can't try.
Just wait until later in the whole setup process, closer to the start of the section. Chances are nobody will notice. (But if they do notice and tell you to stop writing, you do have to comply.)
Practice your setup so that you're very efficient. For the quant section, you should be able to get it done in about 45-60 seconds max. So even if you can't start until the 30-second intro screen, you'll use hardly any test time.