Bespoke Derivatives Investment Solutions
Optimal Derivatives-Based Portfolio Strategies



 
DEVISING OPTIMAL NON-LINEAR STRATEGIES: 

QMS Advisors brings investors a complete suite of cutting-edge tools, insightful daily reports and customized in-depth analyzes to assess your option-based strategies and screen the most appropriate assets.


Implied Volatility Surfaces, Dividend Yields
and Last Prices
  • This service provides end-of-day information on any equity underlying (single equity names and equity indices) - such as any underlyings' price, annualized dividend yield estimates, and parametric implied volatility surface by terms (whether in a "raw" format or conveniently synthesized in a polynomial form by terms).  
  • Additionally, our daily reports can be fine-tuned to our investors needs, and also includes options volume and open interest along with ATM contracts, all associated greek calculations (delta, gamma, vega, rho, etc), correlations to any other assets, and more on demand. Free daily basic reports are available below.  
Options Calculator
  • Our Options Calculator brings you features that were previously available only for professionals. Utilize QMS Advisors real end-of-day market data, or customize all input parameters to price any option style.
  • Our analyzes and calculators utilize real end-of-day market data (both market prices and fundamental information) which can save you a lot of time looking and calculating the correct initial information required to calculate fair option prices or implied volatilities. Additional data such as historical volatility, implied volatility for all options strikes and greeks, and time and volatility skew charts for all maturities are also available on demand. Contact us at info@qmsadv.com for additional information.
Option Strategist
  • QMS Advisors' Option Strategist helps you find the best opportunities among vanilla options strategies (Covered Calls, Naked Puts, Straddles, Strangles, etc.) on a historical basis. Our systems help you single-out assets that have been the most relutive to specific options-based strategies and define the associated optimal strike levels and exercise probability. Our systems further calculate and graph performance and risk parameters on a stand-alone and total portfolio basis.
  • Alternatively, our investors can formulate their desired expected payoffs, exercise probabilities, risk parameters, expirations, etc. and obtain fully customized systematic option strategies.
  • Our reports include charting of historical information such as Implied and Realized Volatility, Correlation and Beta, Skew & Kurtosis, that help better visualize specific strategies' historical performance and statistical parameters. This multiple charts approach allows investors to better determine interrelations between different indicators visually.

Volatility Relative-Value Analyzer
  • Our Volatility Relative-Value Analyzer service helps you formulate trading ideas for overbought/oversold options and find appropriate options-based strategies. The system finds equities that have been impacted by changes in volatility and identifies those with the greatest increases or decreases in volatility.
  • Our Volatility Relative-Value Analyzer tool can further be used to build a stock spread, strangle, or basically, any two-leg option strategy with one underlying. Scan for trading opportunities using criteria based on price and implied volatility and on specific indicators like Call/Put volume and Relative volatility. 


STRUCTURED PRODUCTS REVERSE ENGINEERING:
Structured products often leave investors taking risks that are difficult to understand, leading to unanticipated liabilities. We offer our clients our quantitative capabilities to resolve these complex issues. Reverse Engineering translates the core risks of a derivative into a simple framework giving clients an independent assessment of the products they are presented with. Clients can then invest judiciously and profitably.  
Our analyses typically cover the following:
  • Valuation: QMS Advisors offers its clients to evaluate structured products with non-trivial payoff structures. i.e. Some structured products have zero cost and positive initial cash flows, but what is the true value of the entire structure when future liabilities are priced in?
  • Risk: QMS Advisors offers its clients to plainly explain under what scenarios their structured note may lose value, and the likelihood of those scenarios. We offer clients to calculate Value-at-Risk as well as to perform stress-test analyses to better explain the risks attached to the structure.
  • Synthesis: QMS Advisors offers its clients to analyze and to develop look-alike structures that may be simpler, or cheaper, or both by replicating or by elaborating similar exposure via futures and vanilla options in a transparent way.
We offer this service for equity, currency, and some fixed income and hybrid structured notes. As with all our analyses, these reports are articulate, concise, and jargon free.


Contact us at info@qmsadv.com and start getting a true market edge using these services now.
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Equity Options Parameters - Dividends and Implied Volatilities - S&P 1000 Index (USA)  635k v. 10 Nov 24, 2013, 2:41 AM QMS Advisors
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Equity Options Parameters - Dividends and Implied Volatilities - S&P 500 Index (USA)  572k v. 8 Nov 24, 2013, 2:41 AM QMS Advisors
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Equity Options Parameters - Dividends and Implied Volatilities - STOXX 600 Index  591k v. 21 Nov 24, 2013, 2:41 AM QMS Advisors
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Equity Options Parameters - Dividends and Implied Volatilities - Topix Index 1000 Members (Japan)  576k v. 9 Nov 24, 2013, 2:41 AM QMS Advisors