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    Energy Commodity Data Analytics, Forward Curves & Monte Carlo

    Energy and Commodity Data
    Forward Curves, Seasonality, Cycles, Trends, Extrapolation
    Short and Long-Term Price Forecasting
    Stochastic Modeling and Monte Carlo Simulation
    Energy and Commodity Vanilla, Exotic and Spread Option Pricing

Supercomputing comprehensive energy commodity data analytics

One single automated web-platform integrates enterprise data, high-performance analytics, visualization and reporting. The platform automates complex aspects of data analytics for world energy and commodity markets: data gathering, wide range of judicious models, calibration, training, parameter estimation and execution. Models and processes are maintained.

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

Flexible Connectivity Bridge allows to integrate data from multiple systems, sources and markets. No SQL or 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 Cloud supercomputing analytics service. No software installation or development required. Models are calibrated and executed automatically at set time intervals upon arrival of fresh market data.

Key Functions and Apps

Forward Curves

QR Forward Curves™

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

Monte Carlo

QR Monte Carlo™

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

QR Options

QR Options™

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

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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