Energy Trading Risk management

Albedo energy consulting launches comprehensive energy  trading and risk management software, which  runs on any windows platform, consumes less than 700KB of storage and requires no implementation and available as desktop/web/mobile application.

1) ALBITS: Energy trading & Portfolio optimization software.

2) QUANTHEDGE: Energy & Forex hedging software.

Features:

1)      Forecast energy prices with 95% confidence level, with std. error of less than 0.4%

2)      Portfolio Optimisor, to achieve target risk/returns  levels.

3)      Probability of portfolio achieving target returns.

4)      Portfolio VaR, Event risks, Sampling distribution.

5)      Derivatives suite to price 18 types of derivatives(swaptions, quantos, basis swap, etc)

6)      Compute the fair value of derivative positions for regulatory compliances.

7)      Computes  I.V. and detects arbitrage opportunities in exchange traded products.

8)      Computes option Greeks and optimise the potfolio to achieve greek neutral portfolio.

9)      Simulates the energy portfolio for price & volatility shocks.

For details, pl. contact info@albedoenergy.com