Designed and priced for mid-size energy, regional banks, hedge funds, assets, funds and commodity firms seeking cost-effective, robust and flexible solutions that actually work and don’t require lengthy implementation nor large consultant and maintenance teams.
QR Risk™ is an enterprise multi-asset class Monte Carlo stochastic risk platform: market, credit, treasury, cash, liquidity, earnings and P&L. Banking risk: ALM, BASEL III, IFRS 9.
QR Analytics™ delivers supercomputing computational models. Forward curves. Stochastics and Monte Carlo. Artificial Intelligence and Machine Learning forecasting and predictions.
QR Optimization™ offers nonlinear and evolutionary optimization solutions for balance sheet, physical and financial portfolio, assets and operations, under (non)-linear constraints.
QR Risk, Analytics, Optimization™ are seamlessly integrated with our financial and physical trading, portfolio, asset and logistics modules. Alternatively, if your internal systems lack such advanced computational capabilities, we offer optimal stand-alone complementary solutions.
24/7 QR Cloud version is a ready-for-use and cost-effective alternative. No software installation or implementation is required and you can go live in record time.
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.
Whether on the cloud or on-site, no permanent license and no hefty initial license. Just pay 1 single yearly subscription fee for license, cloud supercomputing, maintenance, on-going upgrades and support.
Start with an actual Trial to test our platform and the quality of our team. Continue if satisfied, or cancel if the trial does not meet your expectations.
Ready for use out-of-the-box, no 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.
Comprehensive physical, financial, retail ETRM. Monte Carlo stochastic market risk (MTM, VaR, ES). Credit risk, EE. Optimization of dispatch, generation & ISO bidding in real-time, DA, planning. ISO data, scheduling, settlement. Price & load forecasting. Forward curves.
Trading, transactions, cash, assets, funds, retail banking. Balance sheet and asset optimization. Stochastic Monte Carlo risk: market, credit, liquidity, cash, treasury, ALM. EVE, EaR, CFaR, VaR, ES, PFE, EE. BASEL III: LCR, NSFR, CAR, FRTB. CVA. xVA. Scenario. Stress. Limits.
ETRM. CTRM. Financial & physical trading front to back office. Up-mid-down-stream. Monte Carlo stochastic risk: market (MTM, VaR, ES). Credit, EE. P&L, treasury, hedge accounting. Forecasting, risk and optimization of supply chain, logistics, assets. Forward curves. Stochastics.
SAP, ERP integration. Centralize data & processing. Business intelligence. Dashboards, reports. Holistic planning, forecast, risk and optimization across categories & functionality: financial, corporate, treasury, operations, assets, supply chain and logistics.
Cross-asset-class financial, physical and retail transactions. Custom workflow and life cycle. Front office. Deal pricing. Hedging. Automated back office, data, billing, settlement, clearing. Interfacing and integration with supply chain, logistics, assets, banking, treasury.
Forward curves, seasonal, cycles & trends. Stochastic modeling & Monte Carlo simulations. AI models for high-frequency (sub)-hourly forecasting: electricity nodal price & load, FX, indices. Machine learning. Big data. PCA. Nonparametric & nonlinear regression. Bagged Trees. Options.
Multi-purpose optimization, short-term tactical & long-term planning: Financial assets, portfolio, investment. Treasury, liquidity & cash. Hedging. Balance sheet. Real-time, DA, planning power portfolio, generation and bidding to ISOs. Supply chain, assets, logistics, marketing & sales.
Full Monte Carlo stochastic multi-asset enterprise risk. Market & Credit. VaR, ES, EE, PFE. Treasury, Cash, EaR, CFaR, hedge accounting. Banking ALM, BASEL III, Liquidity, LCR, NSFR, CAR, FRTB, xVA. Operational risk. Limits. Stress. Scenario. Sensitivity. Portfolio planning & risk.
Cost-effective robust and no overhead risk solutions that actually work.
All analytics are integrated. Stochastic Modeling. Calibration. Monte Carlo. Eliminate outside tools, modeling and Excel spreadsheets.
One single integrated holistic risk platform: market, credit, ALM, banking BASEL III. Scenarios. Portfolio planning. Compute latest risk metrics: VaR, Expected Shortfall / Potential / Future Exposure, ES, EFE, PFE.
Supercomputing performance. Eliminate performance issues. Compress computational time and memory.
In-memory analytics in SAP Hana or Anaplan lead to costly custom developments and myriads of instabilities and limitations.
In-memory analytics can’t be effective as they mix data, modeling and computational tiers, and force you into one-off custom sequel and mathematical script coding by expensive consultants. Models created in such mixed-scripts can’t be tested independently nor maintained outside your implementation. You can’t use pre-existing industry standard analytics libraries or high level languages. These have to be executed externally and results uploaded.
There are limitations in table size and rows in-memory. It is naive to subject complex analytics to such limitations. E.g., the following exceed in-memory analytics capacity: directed AI machine learning, Monte Carlo simulations, evolutionary and nonlinear optimization.
No automated plug & play advanced analytics. Defining integrated scenario, risk and optimization models exceed in-memory capacity and would require extensive custom development to begin with.
We were looking for a platform with which we could optimize our nomination patterns even more, automate settlements, accommodate the changing market that is a result of deregulation of the electricity market, all with real-time information. QuantRisk have been able to deliver on all our expectations. The benefits to us and our customers are immense.
We are very pleased with the functionality and features that QR system provides our utilities in energy trading and management. The system has given us much more control and confidence in managing our energy portfolio and has resulted in lower rates to our customers.