CREDIT AND MARKET RISK MODELS

We develop mathematical and econometric models for credit and market risks that assist financial institutions in achieving economic and financial stability and optimizing portfolio management strategies.

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QUANTITATIVE FINANCE / FINANCIAL ECONOMETRICS

We use mathematical and statistical models to analyze markets and minimize risks. Along with financial econometrics, we apply techniques to predict and understand the behavior of economic-financial markets.

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FINANCIAL CERTIFICATIONS / TRAINING / CONFERENCES

JRO Futures provides advanced certifications covering financial econometrics and financial risk management. We utilize Python, Stata, Matlab, and R, preparing professionals to address complex economic and financial challenges through quantitative methods.

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TALENT &
TECHNOLOGY: Futures, Options, and Swaps valuation

JRO Futures provides quantitative models with R, Python, Matlab, and Stata, such as derivative valuation, portfolio valuation, simulation of financial models, volatility options, options on futures, hedging, VaR, GARCH, VGARCH, ARIMA, interest rate derivatives, credit risk, market risk, options trading, algorithmic trading.

ABOUT
JRO FUTURES

JRO Futures is an international financial risk and investment consulting dedicated to helping Institutional Advisors, Financial Advisory Firms, Tied Agents of Investment Firms, and Investment Firms to maximize the effectiveness and value of their investments.

JRO Futures provides consulting with hedging commodity futures, speculating with futures, hedging financial and monetary futures, spreading, hedging with futures options, speculating with futures options, option spreading, and how to build your own quantitative / algorithmic futures and option trading business.

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