Portfolio Strategy Apps
This interactive online application allows you to upload different generation capacity characteristics with unit availability. Taking into account simulated future spot prices and user-input forward contract agreements, it produces optimal levels of contracting for a power producer.
This interactive online application allows you to upload clients demand forecast, future pool price scenarios and forward contract/bilateral agreements information. It computes optimal volumes to procure from both the forward and the spot markets in order to satisfy uncertain clients demand.
This interactive online application utilizes your data, such as crack-spread forward curve, and option premiums. It simulates future spot prices, using a mean-reverting process or a binomial model and allows you to make decisions on a hedging scheme (futures and options) that maximizes expected profit, given a level of risk.
This interactive online application allows you to configure ratios of capital re-investment, depending on past draw-down levels, and then simulate market prices using two different models. The distribution of your portfolio P&L, key performance indicators and a complete daily report of portfolio P&L are shown.