Portfolio Strategies - Trading Integral Solutions : Trading Integral Solutions

Solutions

Portfolio Strategy Apps

This online suite of portfolio strategy interactive applications is a demo reproduction of fully-fledged solutions designed and implemented in different client projects. You can input your own data manually or upload them from csv files to run simulation and optimization. If you require assistance, hover the mouse over the input field to view the online help box, or contact us. Leave us a feedback!

Production Optimization

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.

Retail Optimization

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.

Procurement Optimization

This interactive online application allows you to upload energy demand forecast, future pool price scenarios, forward contract information and available self-generation characteristics. It suggests optimal volumes to procure from each alternative.

Portfolio Hedging

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.

Trading Simulator

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.

Asset Cointegrator

This interactive web app scans futures contracts in CME and ICE exchanges to determine those pairs that share a common trend. You can define, visualize and back-test your own strategy consisting of entry and exit signals and other risk management rules such as position size.