Gas storage optimization

KYOS offers gas storage optimization software that can perform complex calculations in a matter of seconds. The software is used for:

• Calculating the value
• Determine delta positions
• Providing trading advise
• Calculating the risks associated with a storage facility
• Perform a backtest

Monte Carlo for a gas storage

KyStore is based on advanced Monte Carlo simulation techniques. Important characteristics are a mean-reverting multi-factor model with long-term, short-term and seasonal dynamics.

Optimal storage trading and operating decisions are calculated by applying Least Squares Monte Carlo techniques. Volatility term structure and other simulation inputs are easily derived from historical data with the accompanying calibration tool.

Interested?

If you are interested in the software for gas storage optimization, please contact KYOS. Send an e-mail to info@kyos.com, or submit the contact form. We will reply as soon as possible. If you wish to schedule an appointment, please call us through phone number +31 (0)23 551 02 21.

Other services:
► Forward curve builder
► Energy Monte Carlo
► Top contract
► Hourly price forward curve