Carter Cameron
Executive Council Member
The Quantitative Research
& Competitions Club
Montreal's student quant club: published research, live paper funds, trading competitions, workshops and speaker series
QRG Research
QRG members publish quantitative research and open-source projects.
Research
Fast Portfolio Optimisation: Interior-Point Methods That Keep the Structure
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.
factor-risk-qp/ →Competition
QUARCC Purple: A Market-Neutral US Equity Fund for the McGill-FIAM 2026 Final
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.
quarcc-purple/ →Paper fund
The US Long-Short Portfolio: Tail-Weighted Forecasts and Sensitivity to Delisting Assumptions
A monthly dollar-neutral US equity portfolio: its forecasts and risk model, its sensitivity to delisting assumptions, why its results should not be read as achievable returns, and alternative specifications.
us-long-short/ →Competition Placements
Club teams enter quant competitions and hackathons, from McHacks in Montreal to Cornell.
The people behind it
The Executive Council, the leadership team responsible for operations, strategy and execution.
Nicolas Romero
Executive Council Member
Chanakya Basupally
Executive Council Member
Andrew Koumoudjian
Executive Council Member
Rifat Katranci
Executive Council Member
Hubert Lefebvre
Executive Council Member
Malek Khemakhem
Executive Council Member
Hedi Belkahia
Executive Council Member
Siba Faour
Executive Council Member
Luke Puccetti
Executive Council Member