Our platform is suitable for any entity seeking ready-for-use state-of-the-art cost-effective and flexible analytic solutions that actually work, and don’t require lengthy implementation, nor large consultant and maintenance teams.
QR Analytics™ is seamlessly integrated with all modules in our platform. Alternatively, if your internal systems lack stochastic modeling, Monte Carlo simulation, forecasting and predictive analytics, use QR Analytics™ as a stand-alone platform to support them.
Analytic models and estimated parameters are visible and auditable. Analytics runs are sand-boxed and results are saved individually. You can modify parameters to configure your own custom models.
24/7 Cloud Analytics services offer a wide range of ready to use advanced analytics models, automatically executed around the clock for world markets. No software installation or coding.
Analytics results are available through multiple reports and dashboards, and can be exported in CSV files, or external databases, manually or automatically via our flexible API. No SQL and no coding.
Mixed asset class vanilla, exotic, spread, multi-asset option pricing. Greeks. Option VaR via Monte Carlo simulation. European, American, Asian and path-dependent options.
Universal dynamic data architecture. One single web dashboard integrating data, reporting and analytics. Data validation. Data versioning and audit trail. API for data connectivity.
Mixed asset class forward curve building, illiquidity, gaps, seasonal and cyclical cycles, and trends. Stochastic modeling, Monte Carlo simulation, term-structure, volatility.
High frequency (sub)-hourly data forecasting: electricity price and load, FX, indices. Artificial Intelligence. Machine Learning. Monte Carlo high-low prediction.
Dynamic data architecture, no rigid data tables. Data are defined by custom attributes, e.g., rate, time-scale, frequency, units, published source and phases, business objective. The database tables and dashboard are automatically adjusted to accommodate a new data type. No SQL, no coding, all is done via instant configuration.
Great flexibility to build your own proxy curves at runtime, based on existing curves in the system. This can be done via mathematical formulae typed in an editor, or via aggregation across timescale, location, business rules, customer type, regions or zones.
Data validation, cleansing and repair via configurable rules. Data versioning and audit trail. API based connectivity bridge for data extraction, migration and aggregation from external sources & systems.
One single powerful tool to model and forecast any daily and monthly curves. E.g., spot and forward price curves, volume or load. The tool is asset class agnostic and handles energy, commodity, equity, FX, interest rate, indices and meters and load.
Monthly Forward Curves fitted for years forward.
Daily Spot Curves fitted for months forward.
Implied Volatility Curves for forwards, fitted for years forward.
Multi-frequency Fourier polynomials models to capture multiple seasonal and cyclical shapes and trend.
Models are calibrated or fitted automatically on base market data.
Automatic interpolation routines smoothly filling missing quotes or gaps.
Automatic extrapolation to go beyond the range of the initial data provided for calibration.
Create and maintain custom forward curve models with complex mathematical rules and involving other curves. E.g., when there isn't sufficient underlying data, define an index via mathematics formulae involving other base curves for which there are partial data quotes.
Multiple forward curve models can be maintained. All rules and estimated parameters are visible and auditable.
Visual and tabular display of spot and forward curves.
Load forecasting at the (sub)-hourly frequency of your market.
Real-time, day-ahead to long-term load forecast models.
Load forecasting for ISO system, zonal, regional and trading hubs.
Load forecasting for a load serving entity, as well as client's meter.
Models use ISO load data, SCADA, meter, weather data indicators.
Rolling forward indicators, such as, previous hour, yesterday same hour, last week same day and hour, yesterday 24 hour-last week average.
Calendars to filter out weekend and holiday effects.
Multiple forecasting models can be maintained. Model parameters are visible and auditable.
Visual and tabular display of forecast back-testing calibration.
A unique and powerful option pricing environment allowing independent option pricing for all option types: European, American, Asian, and path-dependent options, across all underlying securities, interest rates, FX, equity, commodity and energy.
We don't simply use equity option models such as Black-Scholes. We offer a comprehensive tool using trinomial trees to handle more complex underlying price processes used for energy, commodity, and interest rates. A proprietary method interlacing trinomial trees with the Monte Carlo simulation engine is used to evaluate the option VaR, along with pricing.
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 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 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.
Our expert team are here to help with any questions you have regarding QR Cloud Services™. Call or email today.