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QR Financial Data and Analytics

Financial and Treasury Data
Forward Curves with Seasonality, Cycles and Trends
Short term Price Forecasting
Stochastic Modeling, Volatility Term Structure and Monte Carlo Simulation
Vanilla, Exotic and Basket Option Pricing


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One single web-platform that integrates enterprise data, with high-performance analytics, covering all the needs and requirements of financial transactions, portfolio and asset management, optimization, risk and ALM.

24/7 Financial, Treasury and Banking Analytics Supercomputing Cloud Services. No software installation, development or customization required. Ready-to-use cloud solution for world markets. Prices, interest rates, indices, and FX forward curves including seasonal shape, cycles and trend. Stochastic modeling and Monte Carlo simulation. Analytics results are available through multiple reports, and can be also exported manually in excel, or automatically via our API in any desired format.
We provide data and execute multiple analytics models automatically around the clock for world financial, investment, treasury and capital markets. Models and processes are enhance and monitored 24/7. Analytic models and estimated parameters are visible and auditable. Analytics runs are sand-boxed and results are saved individually. Ability to configure custom models. Financial, interest rate and FX independent option pricing. Vanilla, exotic, spread and basket option pricing.

Next Generation Dual-use Cloud On-site Architecture

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  • QR Banking & Financial Data Analytics Cloud Services

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  • On-site Implementation

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  • New Commercial Paradigm

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Analytics & Curves as Cloud Services, or Implemented On-site

QR Forward Curves Module

  • From open to close of each market worldwide, we build and publish curves every 4 hours.
  • Solution:

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    Monthly forward curve forecasts for futures, prices, rates and indices across all asset classes, in all work markets, going 10 years forward.
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    For illiquid instruments and markets, you can create and maintain your own forward curve model.
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    Daily spot curves for the above going 3 months forward.
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    Implied volatility curves for forwards, fitted for years forward.
  • Input

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    On a daily basis, we fetch forward quotes from multiple sources. Some are liquid, some have gaps or are missing. Alternatively, you can procure and upload your own quotes. The forward curve model is fitted automatically on these data.
  • Output

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    The models we use are multi-frequency Fourier series. They capture multiple seasonal shapes, cycles, and trends. Automatic interpolation smoothly fills in missing quotes or gaps in the data alleviating illiquidity.
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    Automatic extrapolation allows to build curves years out, far beyond the initial data provided.
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    When there isn't sufficient underlying data, we can define an index via mathematics formulas involving other base curves for which there are partial data quotes. Then point the spot or forward curve to the index.

QR Monte Carlo Module

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    Our stochastic models apply to any security type: equity, FX, interest rates, indices, mutual funds, energy, commodity, or any data for that matter.
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    Automatic correlation measurement across different price processes.
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    Simulate very realistic (non-flat) term structure of forward markets. The Monte Carlo engine automatically calibrates, then builds or simulates the spot and forward curves together in a coherent term structure. A Market Price of Risk is estimated for every forward position.
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    Execute in seconds, thousands of simulation scenarios for one price curve.
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    Full statistics is created via Monte Carlo simulation, with visual display of simulation paths and the full risk cone as it expands in time.

QR Options Module

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    A unique and powerful option pricing environment allowing independent option pricing for all option types.
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    European, American, Asian, and path-dependent options.
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    All underlying asset classes: FX, interest rates, equity, energy, commodity, credit default.
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    Single asset, spread and basket options, and exotic options.
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    Exchange traded options.
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    Combined with our Monte Carlo simulation engine, we price options and their VaR, at the same time.

Financial Data Management

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    We use multiple data providers and services to offer a wide range of financial data.
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    Automated data fetching and management.
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    Worldwide financial and stock markets and exchanges. World FX, interest rate and index markets. Mutual funds.
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    Seamless Integration of Data with Advanced Analytics.