Quantitative Research Society

QRS connects students and researchers across institutions to advance research in quantitative finance, machine learning, and related technical fields.

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Latest News

Research, releases and events from QRS.

Research

FRTBTrace: new project page

FRTBTrace, our work on exact trade-level attribution of FRTB-IMA capital, now has its own project page: why one attribution vector cannot answer every question about capital, how one reverse pass through the full formula gives a ledger on (date, trade) positions, and the evidence from a pre-registered synthetic benchmark. Two FRTBTrace workshop papers were accepted at ICAIF 2026.

Research

MathResearchOS: new project page and usage guide

A command-line system that turns a mathematical objective into a recoverable, verifier-gated run across Codex and Claude models. The new project page has a quick start and a usage guide covering install, model choice, human gates, campaigns and troubleshooting.

Release

NeurIPS 2026 Attendee Guide for Sydney, Atlanta and Paris

A free, unofficial guide for everyone attending NeurIPS 2026 at any of its three sites: the full schedule, a guide to each city, a personal plan, hotels compared by price and commute, deadlines and templates for presenters, and the data for AI assistants.

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Current Work

A selection of active QRS research, projects, and competitions.

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