Lacima Trader > Storage

Designed for live trading, with actionable results that are easy to understand and explain.

Structure, value and hedge gas storage assets to maximize profit. Plug directly into a live trading process and identify the trades required to rebalance a storage portfolio to enable optimal monetization. Detailed drilldown allows full explanation and understanding of the drivers of value.

Fact Sheet

Business benefits

  • Real-world: designed to plug into a live trading process
  • Transparent: full drilldown from model to underlying trades
  • Flexible framework: utilize Excel to customize analysis
  • Consistent: Front Office to Back Office needs are met
  • Seamless framework: perform Front Office analysis with the same models as the risk team when used in conjunction with Lacima Analytics
  • Easy to use: employ with existing templates provided, or apply the function library to build Storage functionality into in-house valuation and risk analysis solutions

Key features

  • Trade blotter: identifies trades required to rebalance to optimal positions for monetization of trading strategies 
  • Real-world actionable outputs including optimal position, individual trade P&L and a full set of Greeks 
  • Detailed drilldown to individual days of each simulation, allowing full explanation and understanding of the components of value, including trading decisions 
  • Range of valuation methods: intrinsic, rolling intrinsic, spot optimization and basket of calendar spread options
  • Delta hedging: fully supports delta hedging strategies, allowing full option value to be monetized 
  • Back-testing and scenarios: evaluate strategies through time using actual historical data or user-specific forecasts 
  • Simulation: simulate prices using Lacima’s award winning models