models

cQuant Models

December 20, 2017

Mark-to-Market (MtM)

Compute mark-to-market value for a portfolio of financial contracts and report option Greeks.

December 20, 2017

Storage Dispatch Optimization

Optimize storage technology dispatch to real time power and ancillary services prices while maintaining operational constraints.

December 20, 2017

Load Forecasting

Forecast hourly or sub-hourly load over a user-defined time horizon by parameterizing a stochastic simulation model against historical data.

December 15, 2017

ReAssure Renewable Energy Valuation

Compute fair market value, forecast future energy production, and understand risk for renewable energy contracts and production facilities.

December 15, 2017

Demand Response Optimization

Optimizes dispatch of demand response programs based on fuel and power price signals.

December 15, 2017

Cash Flow at Risk (CFaR)

Generate a cash flow at risk (CFaR) report for a portfolio of generation assets and financial positions or for the individual assets themselves.

December 15, 2017

Plant Dispatch Optimization

Optimize hourly plant dispatch against fuel and power price signals to maximize profit.

December 7, 2017

Single Variable Sim Engine

Simulate a single commodity/risk variable over a user-defined time horizon using a Monte Carlo stochastic price simulation model.

December 7, 2017

Multi-Commodity Sim Engine

Simulate multiple commodities/risk variables over a user-defined time horizon using a Monte Carlo correlated stochastic price simulation model.

December 7, 2017

Analytic VaR (Value at Risk)

Compute analytical VaR (Value at Risk) for a portfolio of financial contracts.

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