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.
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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.
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Alternatively,
our investors can formulate their desired expected payoffs, exercise
probabilities, risk parameters, expirations, etc. and obtain fully
customized systematic option strategies.
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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
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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.
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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:
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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?
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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.
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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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|  Implied Volatility Surfaces Parameters and Dividends |
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