Reports Sourcebook 2015 - CTRM Software Suppliers | Page 10

SourceBook of CTRM Vendors and Products

©Commodity Technology Advisory LLC

Company Description
Albedo is a recent startup Energy Analytics Firm, offering Analytical solutions in the areas of Energy Trading/Pricing/Valuations/ Risk
Modelling. The solutions are based on advanced Mathematical & Statistical algorithms, developed & tested over 12 yrs. of US Energy
Market Data. The company’s products include:
1.

2.
3.
4.

QUANTHEDGE, an Oil & Gas Derivatives Valuation Software solutions whose key features include:
 Pricing Module for valuing 20 types of energy derivatives (prevalent in US Markets, both OTC & Exchange Traded). Daily
Physical options, Nymex/ICE traded Options, Average Price Options; Platts- Henry Hub Basis Options and more.
 Price, Volatility, Greeks are computed to 4 decimal digit accuracy with a User Interactive Option sensitivity Graph in the same
screen.
 Ability to quote Oil/Gas Option price in 2 different currencies.
 Energy Book sensitivity analyses for changes in Oil/Gas price and the Net Profit & Loss for each scenario.
 For Advanced Derivatives Users, the solution computes the Portfolio Greeks and suggest an Optimal Portfolio Changes so as
to create Delta Neutral/Gamma Neutral/Vega Neutral Portfolio.
 QUANTHEDGE immediately ide