Category Archives: Commodity
DEVSTORY #11 : Counterparty Knowledge Graph (CKG) for up to date information on your trading counterparties
Before you know it counterparty information and other reference data is out of date. As the data ages, a larger proportion of the data gets out of date. The CKG is a collaborative robotic process to keep all ETRM systems in sync using a single Knowledge graph updated by each counterparty in a trading network. Robotic process automation then keeps all ETRMs in sync using event driven automation
DEVSTORY #13: Pricing CME Natural Gas American Options (ON) using options pricing functions as a service library
CME Natural Gas American Options (ON) priced using an American Call Option (Bjerksund Stensland 2002 approximation) model for live pricing and greeks. Low code, HA, hybrid cloud and kubernetes deployed containerized model accessed from any where through a https endpoint in a performant manner
DEVSTORY #8: Greenfield natural gas portfolio mid-office profit & loss platform for startup natural gas trading desk
mid office required a system to capture trades, capture trader marks and report daily p&l to match trader estimates. An operational, reliable, cheap system was required for this USD 30 million dollar startup portfolio. The long term plan was to migrate to a traditional ETRM system as the portfolio grew to USD 120 million. Since the startup decided to move quickly, the time and cost of evaluating and implementing a traditional ETRM would set then back several months if not a year at best.
A quick comprehensive and complete solution implemented in 2 months was delivered that met needs of desk.
DEVSTORY #15: RDBMS data cleansing: Using pandas/modin instead of SQL to clean ISO data for FTR desk
Clean data makes data scientists more efficient. Using simple tools data wrangling tools like Pandas/Modin, DASK and Vaex instead of traditional SQL procedures can result in cleaner data and better analytics results.