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.

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.