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Quant Analytics

Our quantitative energy analytics services help client solve high-impact business problems through the use of mathematical measurements and calculations, statistical modeling and research. Using our solutions, clients can gain insights into key business areas that were previously unavailable.

Our competitive advantage over other players in the market is that we bring a unique combination of Energy trading business expertise, Quant experience and exceptional technology experience. Our quants are capable of developing solutions using several methodologies including Stochastic Models, Fourier transformation, ARIMA, Regression, Factor analysis, PCA, Discriminant analysis, ANOVA, Parametric and Non parametric tests etc.

We have also partnered with a leading product company in this space, KYOS, to deliver solutions to energy trading companies. Our partnership with KYOS enables us to rapidly implement analytical solutions to Power, Gas and Industrial clients.

We have developed and implemented the following solutions to our clients

1. Option Models and Valuation (Vanilla Options, Spread Options, Lookback and Asian Options, Dispatchible spread options etc.)
2. Power generation Valuation
• Gas fired plants (Combustion Turbine, Steam turbine and CCGT)
• Coal fired plants
• Renewables (Wind and Solar)
3. Gas storage Valuation
4. Risk management – Price simulations, VaR models

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