How QUARCC constructs 15 strictly causal monthly market-trend, volatility, credit, sentiment, and margin-debt indicators in Rust, estimates orthogonalised stock-level stress betas, and separates deterministic reproduction from in-sample overlay diagnostics.

Two interior-point kernels, for factor-risk QPs and scenario-based models such as CVaR and drawdown, with exact scenario screening, machine-checked bounds, benchmarks against CVXPY, Clarabel, and Riskfolio-Lib, and the cases where the method falls short.

How the QUARCC Purple team built a simulated $1 billion market-neutral fund: encompassing LASSO forecasts, a semivariance risk model, and relax-and-round construction, and why it still trails its T-bill-plus-4% benchmark.