Commodata’s ORACLE predicts trends for over 500 curves. Our advanced predictive analytical solutions forecast data trends with extreme accuracy thus enabling you to make sound financial investments without the need of managing your own analytics department.
Commodata ORACLE's adaptive algorithms predicts the likelihood of extreme events, reports appropriate risk measures as well as implementing a variety of hedging strategies via computation of Greeks.
Using Monte Carlo sampling methods and advanced statistical tools, Commodata ORACLE simulates market drivers, demands, and prices for North American RTOs/ISOs. A Stack-based pricing model forecasts a multitude of scenarios that are calibrated to the most recent market instruments.
The predicted market drivers and prices are correlated across geography and time via appropriate correlation matrices as observed in history. Commodata ORACLE thus gives the user statistical distribution of weather conditions, market demands and prices that are calibrated to latest market trends.
You can integrate Commodata ORACLE’s data directly into your existing corporate software ecosystem using our powerful APIs. Our REST-ful interface is well documented and deliver the data in a variety of formats.
If you would like further assistance for data integration, please contact us. Our software engineers and consultants can lend a hand to your IT team or deliver an entire custom solution for you.
Forecast periods are typically five years into the future. For market instruments, curves are calibrated up to marked period and extrapolated beyond.
A multitude of scenarios including extreme events are accounted by considering latest market conditions and building statistical distributions via historical log.
Commodata ORACLE is calibrated daily to market quotes.
Yes. The user has the choice to overwrite exchange quotes (where available) directly into our interface. Otherwise the interface allows forwards and option quotes (i.e. volatility surface) to be marked by the user and model will calibrate to user defined marks.
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