KYOS offers specialized advise on trading and risk management in energy markets. Our expert team has years of experience in quantitative modelling and advisory services in commodity markets. Our sophisticated solutions are developed to support decision making, investment proposals and risk calculations. KYOS has a clear focus on the following areas: Products, Consulting and Training.
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KySim produces Monte Carlo simulations of forward and spot prices in commodity and FX markets. Monte Carlo simulations form the basis for assessing risks, performing valuations, and evaluating trading and hedging strategies. Our customers use KySim to:
You can benefit from realistic price scenarios by taking better decisions in an uncertain environment, and thereby reducing risk and enhancing profits.
KYOS price simulation software contains a set of advanced models to capture the primary dynamics of prices in terms of volatilities, correlations and spread dynamics. It is based on a combination of statistical and fundamental elements, such as multi-factor modelling, stochastic volatility, regime-switches, and the concept of cointegration. The output of KySim consists of:
Especially for longer horizons of several months or many years ahead, KYOS advocates the incorporation of fundamental price relations through cointegration. When generating Monte Carlo price simulatations, cointegration ensures that spreads remain within economically reasonable bounds.
Commodity Trade & Risk Management System | Hourly power forward curve | Realistic price simulations | Option valuation | Value-at-Risk | Risk Management Consulting | Risk Management Training Courses | Publications Risk Management