Long-term strategic optimal planning. Short-term tactical optimization of trading, assets, portfolios, treasury cash and liquidity.
Performance analysis via backtesting optimization, comparing actual historic portfolio return, cash and P&L against the optimal efficient frontier.
Optimization of financial portfolio, investment and assets for individuals, funds and investment managers.
Banking balance sheet optimization to minimize cost of capital while meeting BASEL III’s capital and liquidity constraints.
Optimization of corporate and treasury cash and liquidity. Optimal dynamic discounting and pricing.
The cloud version is a 24/7 supercomputing optimization platform offering a wide range of ready-to-use advanced optimization models, automatically executed around the clock. No software installation or coding. All you need is a browser.
Optimization tailored to meet the budget and needs of small to large players. Ready-for-use out-of-the-box. No development or costly license.
One universal optimization platform offering a range of existing models and the ability to easily create custom ones for specific optimization problems.
Optimization can be executed backwards for portfolio performance analysis. Track your actual or what-if-scenario portfolio versus the efficient frontier, on daily, monthly or annual basis. Results are available as live web report, integrating in a single view, holding positions, risk, return and P&L against the optimal portfolio.
QR Optimization™ determines the portfolio allocation across assets that minimizes negative indicators such as risk (VaR, exposure, losses, cost of capital, CFaR or EaR), or maximizes positive indicators such as net cash, profit or return.
Tactical short-term optimization in real-time trading, produces highly accurate buy-sell strategies that can significantly increase profit or return, taking advantaged of anticipated opportunities in volatile markets.
Strategic optimization combined with what-if-scenario projections over long horizons is used for forecasting, planning and valuation of cash, ALM, balance sheets, assets, funds and investments.
Optimization of corporate and treasury cash supply chain across multiple businesses, locations, jurisdictions, currencies, banks, lenders, loans, credits, etc., subject to multiple constraints on liquidity, working capital, taxation and regulatory requirements.
Optimization of the liability portfolio across fixed versus float interest rate loans, FX and bonds, with multiple objectives, e.g., minimize cost and risk.
Optimize the asset and investment portfolio across fixed versus float interest rate and FX holdings, money market instruments. Maximize liquidity, cash and return.
Optimization of financing of investment opportunities across a portfolio of internal and external financing. Price and mitigate risk.
Dynamic Discounting. Optimize AP to yield risk free enhancements to corporate earnings. Determine optimal daily discount rates to offer the supply chain against accelerated payment of invoices, subject to liquidity and cash flow constraints.
Dynamic Pricing. Optimize AR to enhance cash and Liquidity. Determine optimal daily discount rates for good and services, to maximize sales subject to operational, inventory, cost, cash and liquidity constraints.
Use optimization to design best payment alternatives to offer clients across a range of internal and external financing options.
Specify the desired universe of asset classes and subclasses, e.g., mutual funds, equities, bonds, money markets, small cap, large caps, emerging markers, technology, financial stock, etc. The returns, risk and efficient frontier are automatically created, and you can track and match your portfolio against the efficient frontier. Returns can be intraday or monthly.
You can optimize a portfolio to reach a set return with minimum risk. The return constraints can be per asset class, e.g., 12% on large caps, or an aggregate overall return of 10%. You can optimize a portfolio to maximize return for a set risk profile, say 10% for modest to 30% for aggressive risk taking.
Balance sheet optimization to maximize banks’ return, minimize risk, all under internal and regulatory constraints.
Banks subject to BASEL III, face the very complex task of optimizing their balance sheet under nonlinear liquidity and capital constraints.
Optimizing balance sheet and trading books to minimize cost of capital.
Multiple constraints can be added: max and min on each asset class weight. E.g., bonds, not to exceed 45%. Total budget constraint as sum of portfolio weights. Inequality range for min and max weight allocation per asset class, or the ratios amongst asset classes.
Nonlinear constraints such as liquidity or capital ratios.
Trading and taxation constraints and costs.
Dynamic multiple time step optimization and path dependency of buy and sell or asset allocation decisions across subsequent timeframes.
Multiple nonlinear costs and constraints, the possibility of negative weight (selling assets), path dependency and multi-step dynamic optimization are complexities that invalidate traditional closed form linear or quadratic optimization solutions.
To capture all above complexities and nonlinearities we use several proprietary optimization methodologies. We use nonlinear dynamic optimization implemented via mix-integer constrained programming for most analytics optimization problems. Problems with nonlinear constraints, such as banking balance sheet optimization under liquidity or capital constraints, which are ratios, use global evolutionary optimization algorithms.
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.