A London based hedge fund manager dynamically allocates assets in different commodity indices. The investment size changes monthly depending on the corresponding risk and return.

A Swiss-based capital management firm has several portfolios which in turn have thousands of securities each. Their dynamic portfolio allocation is subject to frequent re-balancing.

A U.K. based hedge fund employs different trading strategies and would like to check the effect of changing key parameters on the trading results.

A Swiss re-insurance company has several models used in an asset-liability management framework. They calibrate the parameters of a mean-reverting jump diffusion model using historical data.

An American investment bank pulled out from its physical commodity trading activity due the new regulation. Its proprietary trading desk was given the task of expanding its trading activities to cover commodity futures contracts.