Our Models

Optimize stand-alone and renewable + storage assets relative to energy and ancillary services prices.

Supports co-optimization of bitcoin (or other cryptocurrency) mining operations relative to prices for Bitcoin, electricity, and ancillary services (regulation up/down, spinning/non-spinning reserves).

Report cash flow, generation, and fuel burn uncertainty for hybrid physical/financial energy portfolios.

Value contracts ranging from vanilla swaps and options to bespoke HRCOs, RPOs, VFAs, and other structured transactions.

Novel simulation engine that includes Market Price Simulation, Basis Simulation, Weather Simulation, Demand Simulation, Renewable Generation, and Ancillary Services Prices.

Manage and report counterparty credit risk exposure and Potential Future Exposure for any custom selected time horizons.

While cQuant delivers standard output reports, users can leverage R and Python to create custom reports within the platform and make them easy to share across team members and business units.

Simulates any market forward prices out to custom tenor horizon while ensuring coherent simulation paths across markets and commodities.

Optimize injection and withdrawal of gas storage contracts to understand intrinsic and extrinsic (option) value.

Allow users to specify a pool of tradable instruments to pick from, and a set of objective function criterions. The model will optimize the portfolio and pick the proper combination of tradable instruments from the pool to meet the objective function requirements.

Simulates hydro generation and reports the distribution of MWh generation and associated cash flows.

Simulation based Value at Risk model with ability to account for non-linear portfolio items (ex. Options) and offer pricing using market volatility surface.

Report net position and risk for cash flows, power (MWh), renewable attributes (REC, GHG-Free), and more.

Generate forward curves for pricing nodes or other illiquid delivery points based on historical basis relationships.

Standard Parametric Value at Risk model with advanced features to drill down into any sub portfolio items, including assets and reporting MtM and financial greeks as extra outputs.

Optimize hourly thermal plant dispatch relative to a full range of operational parameters and constraints.

Simulates power plant outages to value asset down times by eliminating these unplanned outage periods from the normal dispatch of the plant.

Value and assess risk for existing or prospective wind, solar, and battery storage projects and PPAs.

Value retail portfolios while ensuring capture of hourly load profiles and exposures.

Compute mark-to-market and cash flow at risk (CFaR) for portfolios of upstream production assets, gathering/take-in-kind contracts, and associated hedges.