Consulting

Navigating the perilous waters of theory, modeling, and systems is often not easy. The terminology for different elements of a trading or risk system can be confusing (sometimes intentionally). We have dealt with coders, exchanges, quants or other less technical people. Each group has its own vocabulary. A great part of any successful project is stating the problem's requirements in a language familiar to each group. Let us be your interface.

Here are some places where we can assist:

  • Are you considering the purchase of a risk system and are not sure how to begin? Greg has extensive experience in the risk field. He can guide you through the selection and implementation process.
  • Are you looking to make a buy versus build decision around a system? We have built different elements of trading and risk systems. A bit of planning and thought before the first line of code is written typically pays huge dividends.
  • Have you brought a new group on and cannot tell what risk or alpha they bring? We would be delighted to help.

Please contact us for a discussion around an engagement.

News and Headlines:

Our data and models were used in a major paper on the negative oil prices GCARD

Year End 2021 wrap up of commodity markets at YearEnd2021!

January 2022 wrap up of commodity markets at January 2022!

February 2022 wrap up of commodity markets at February 2022!

March 2022 wrap up of commodity markets at March 2022!

April 2022 wrap up of commodity markets at April 2022!

May 2022 wrap up of commodity markets at May 2022!

June 2022 wrap up of commodity markets at June 2022!

July 2022 wrap up of commodity markets at July 2022!

August 2022 wrap up of commodity markets at August 2022!

September 2022 wrap up of commodity markets at September 2022!

October 2022 wrap up of commodity markets at October 2022!

New products for 2021 now being offered... Reports!

Check out our "GreeksInfo" report available for most products in our universe. Find it here!

Check out our "SkewInfo" report available for most products in our universe. Find it here!

Check out our "LastFewDays" report available for most products in our universe. Find it here!

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Consider us for your backoffice options marking needs. We can supply you with options vols reflecting exchange settles or fitted curves. Browse the sample of our catalog which we post here. Then contact us!

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