We bring industry knowledge and experience in tailoring over-the-counter (non-standardized) deals in a way which ensures a good risk-return ratio for our clients, while meeting the requirements of their customers/counter-parties.
We also combine our rigorous analytic skills with market knowledge to design winning proprietary trading strategies.
- Analysis of current and expected client’s portfolio under different structuring alternatives
- Simulation-based scenarios for different hedging structures that optimize risk-return ratio for non-standardized deals
- Energy procurement optimization in the presence of intermittent sources such as wind and solar
- Valuation of real options and deal-embedded optionality and the preparation of deal analysis report to C-level executives.
- Statistical arbitrage strategies that exploit historical patterns, combined with risk management rules.
We have focused on our clients’ critical issues to develop solutions that have positively impacted their top and bottom lines.
Click below to learn more about some featured delivered projects.
Value-extracting diagnosis for a mid and down stream energy company
This low cost, high potential, quick diagnosis aims to extract value from different parts of the value chain for an asset-backed merchant trading firm.
Optimizing power dispatch and hedging for a producer
This simulation-based framework enables a power producer to make optimal hedging and spot dispatch decisions under market uncertainty.
Optimizing a power retailer's portfolio
This simulation-based framework enables a power retailer to make optimal choices between procuring energy from the spot market or through bilateral contracts given a portfolio of clients and their corresponding price-quota curves.
Optimizing energy procurement for a consumer
This simulation-based framework enables an energy-intensive consumer to make optimal decisions under market uncertainty between self-production, futures hedging and open position in the spot market.
Optimizing a refiner's margins
This scenario-based analysis enables a refiner to build an optimal hedging structure using a combination of futures, options and naked positions.
Optimizing gas procurement for a retailer
This is a risk-return comparative analysis for different alternatives in gas procurement that suggests optimal portfolio allocation between these alternatives, while simultaneously indicating the best times to source gas during the year and their corresponding optimal volumes.
Three procurement strategies for a large consumer
This involves the presentation and discussion of three procurement strategies for a large energy consumer.
Pairs trading for an investment bank
This is a design and an implementation of a winning cross-commodity statistical arbitrage strategy which identifies pairs sharing long-term dependency measured by the speed of mean-reversion and exhibiting enough volatility to take advantage of the spread swings around the identified trend.
Pairs trading using cointegrationSimulating trading strategies for a hedge fund
This scenario-based simulation of trading strategies’ P&L and key performance ratios, incorporates the effect of capital re-investment ratio depending on past levels of draw-down.
Simulating Trading Strategies
We selected a sample of software applications implemented for different clients and reproduced demo versions that, whilst offering minimal functionality, indicated the implemented solution using interactive real-time computations in the cloud.
Click below to learn more about these solutions.
Simulating Trading Strategies
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.
Trading SimulatorOptimizing power production
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.
Power production optimizerOptimizing retail's procurement & sales
This interactive online application allows you to upload clients demand forecast, future pool price scenarios and forward contract information. It generates optimal volumes to procure from both the forward and the spot markets in order to satisfy uncertain clients demand.
Energy retail optimizerOptimizing consumer's procurement
This interactive online application allows you to upload energy demand forecast, future pool price scenarios, forward contract information and available self-generation characteristics. It generates optimal volumes to procure from both the forward and the spot markets in order to satisfy an expected demand.
Consumer's procurement optimizerOptimizing refinery margins
This interactive online application utilizes your data, such as crack-spread forward curve, ATM call and put option premiums, and simulates futures spot prices. It allows you to make decisions on a hedging scheme that maximizes expected revenues, given a level of risk.
Refinery margins optimizer
