• Forward curves, implied volatility, stochastic modeling

    Financial Data Analytics Forward Curves Monte Carlo

    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

High-performance data analytics platform for forecasting and risk

Stochastic modeling, Monte Carlo simulation

One single automated web-platform integrates enterprise data, high-performance analytics, visualization and reporting. The platform automates complex aspects of data analytics: wide range of judicious models, automated calibration, training, parameter estimation and execution.

Multiple analytics models are executed automatically around the clock for world markets. Models and processes are maintained, enhanced, and monitored 24/7.

Analytic models and estimated parameters are visible and auditable. Analytics runs are sand-boxed and results are saved individually. You can also configure custom models.

Flexible Connectivity Bridge allows to integrate data from multiple systems and sources. No SQL and no coding. Analytics results are available through multiple reports, and can be exported manually in Excel, or automatically via our flexible API, into any desired format.

QR Analytics™ is seamlessly integrated with our trading, risk, portfolio planning and optimization modules. Alternatively, if your internal systems, mainly risk, have no effective analytics and you must upload curves manually, QR Analytics™ is a perfect stand-alone platform.

The cloud version is a 24/7 supercomputing cloud service. No software installation, development or customization required. Models are calibrated and executed automatically at set time intervals upon arrival of fresh market data.

Key Functions and Apps

Spot volatility, futures price volatility,

QR Forward Curves™

Monthly forward and spot curve modeling. Trend, seasonal and cyclical shapes. Interpolation and extrapolation.

Monte Carlo Simulation

QR Monte Carlo™

Stochastic modeling via 1 and 2 factor models. Mean reversion. Monte Carlo simulation. Correlation. Term structure.

Option pricing, FX options

QR Options™

Vanilla, exotic, path-dependent, basket option and derivative pricing. Greeks. Option VaR via full Monte Carlo.

Equity option, energy options

Data Management

Dynamic data management, visualization. Flexible API to integrated data from multiple sources. No SQL or coding.

Next Generation Dual Cloud On-site Platform

  • Leverage next generation dual-use cloud on-site architecture. QR Cloud is a live 24/7 supercomputing platform with a vast array of ready-to-use models and templates. You can select, download and customize any configuration from QR Cloud in your own instance, whether on-site or on QR Cloud.

  • QR System is a single universal software for all on-site and QR Cloud instances, and is upgraded quarterly free of charge. Actual clients’ implementation are configured in a database, which is portable from QR Cloud to on-site.

  • QR Cloud is ideal for medium size players. No software installation, IT infrastructure, resources or efforts required. All you need is a browser.

  • Private Cloud or on-site are for entities wishing to control data and processes.

New Commercial Paradigm

  • Whether on the cloud or on-site, no permanent license and hefty initial license fee. Just pay 1 single yearly subscription fee for license, cloud supercomputing, maintenance and on-going upgrades.

  • Start with an actual Trial to test our platform and the quality of our expert team. Continue if satisfied. Cancel if the Trial fails to meet your expectations.

  • Ready for use out-of-the-box, no custom development or coding.

  • Cost-effective speedy implementation via intuitive configuration. Select, download and customize any configuration from QR Cloud in your own instance, whether on-site or on QR Cloud. Save years and millions.

Need more information?

Our expert team are here to help with any questions you have regarding QR Cloud Services™. Call or email today.

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