Our Models


An Overview Of cQuant.io Models

cQuant’s industry-leading models can be used individually or combined in Analytic Chains to create multi-faceted analytical workflows. For example, generate a standalone set of stochastic price simulations for use in downstream business processes. Or feed these simulations into cQuant’s Plant Dispatch Optimization and Cash Flow at Risk models for a complete portfolio-wide cash flow analysis. With new models added every 90 days, the possibilities for new Analytic Chains are growing rapidly, so check back often for new and updated models.

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Basis Simulation

Simulate hourly or daily basis spreads relative to a reference price, capturing important distributional and time series dynamics.

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Battery Storage Optimization

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

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Cash-Flow-at-Risk (CFaR)/Gross-Margin-at-Risk (GMaR)

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

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Contract Valuation

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

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Demand Response

Optimize demand response program calls and report program value and risk.

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Forward Price Simulation

Simulate forward contract prices through expiration for multiple delivery periods and price locations.

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Gas Procurement Optimization

Optimize natural gas procurement to satisfy demand while minimizing weighted average cost of gas.

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Gas Storage Optimization

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

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Load Simulation

Simulate retail or wholesale electricity demand reflecting historically-observed relationships with weather.

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Mark-to-Market (MtM)

Track contract, asset, and portfolio value as market conditions evolve and portfolio elements change.

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Net-Position-at-Risk

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

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Nodal Forward Curve Generator

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

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Plant Dispatch Optimization

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

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Plant Outage Risk

Quantify the expected cost and uncertainty of unplanned thermal generator outages.

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ReAssure® Renewable Energy Valuation

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

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Spot Price Simulation

Simulate multiple power and other energy commodity prices down to the sub-hourly level.

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Spread Option Valuation

Quickly value thermal power plants using a closed-form spread option approach relative to spot and forward volatility.

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Thermal Generator Sensitivity Analysis

Compute delta and gamma for physical generating assets relative to a complete set of operational parameters.

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Value-at-Risk (VaR)

Compute VaR for portfolios of financial contracts and view exposure by delivery date, trader, counterparty, and more.

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Weather Simulation

Simulate hourly temperature across multiple weather stations, reflecting important historical trends.