Speed, Accuracy, Simplicity

QPR utilizes a proprietary portfolio margin engine that has been engineered to maximize performance and accuracy

For accurate and comprehensive portfolio margining, QPR implements SPAN, PRISMA, and percentage-based and table-lookup margins

Accurate risk solutions

We leverage tried and true algorithms with our unified database of financial instruments and margin engine to automatically configure the orders-of-magnitude intervals in post-trade risk computations. 

This gives risk managers the most accurate risk projection across various parameters such as price movement and volatility changes.

Simplicty & Fast calculations

The margin engine can optionally include working orders to calculate “worst case” margins based on filled, partially filled, and unfilled orders. 

Our post-trade risk solution utilizes option pricing formulas used by some exchanges for calculating their daily settlement prices. Where current prices are not available, QPR supports a proprietary estimated pricing methodology based in part on implied values from nearby instruments that are quoted/traded.

QPR is part of the QST solutions suite

QPR integrates seamlessly with our front-end trading platform, back office and OMS

Market Data Coverage

See which global markets we support