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Lacima Trader
Trading, structuring, and valuation tools for Front Office.
Your Energy and Commodity Trading Questions
How can I analyse deals and scenarios to inform confident trading decisions?
Is it possible to value a wide range of instruments and asset-types like power, gas, oil, metals, and soft commodities in a single tool?
Can I drill down into the data to uncover drivers of deal value and risk?
How can I ensure my models account for the unique characteristics of energy and commodity instruments and markets?
How can I confidently explain the components of value to senior management?
Our Solution: Lacima Trader
The Lacima Trader suite of products for Front Office are designed specifically for energy and commodity markets. They work as stand-alone trading, structuring, and valuation tools with the ability to drill down into detailed outputs and value drivers.
Designed by traders, for traders, each product utilises the same numerics engine used by Lacima Analytics, ensuring a consistent approach between trading and risk functions.
Lacima’s flexible suite of Excel add-ins means you can tailor a package to your needs and evolve the solution as you do. Run analysis directly within Excel or build capabilities into your in-house valuation/risk analysis solution.
Key reasons to choose Lacima Trader
- Designed for fast, ad hoc deal structuring, valuation and optimisation across multiple commodities, geographies, and currencies
- Works within your existing trading process
- Customisable to suit your needs
- Understand the numbers with the ability to drill down from model to underlying trades
- Analyse sources of value with extensive outputs including Greeks, unit Greeks, model parameters and individual simulations
- Powered by Lacima’s multi-award-winning analytics
- Covers the full range of markets including power, gas, LNG, crude and refined products, soft commodities, and metals
- Uses the same underlying methodologies as Lacima Analytics for consistency between Front and Middle Office
- Easy-to-learn thanks to the familiar Microsoft Excel environment
- Quick and cost-effective implementation with a range of available templates
- Fully transparent with published analytics methods readily available
Lacima Trader products for trading, structuring, and valuation
The Lacima Trader suite comprises a range of products covering calibration, simple and complex derivative pricing, forward curve building and simulation:
Simulation
Generate simulations of spot and forward variables with an advanced Monte Carlo simulation engine. Calibrate a range of Single-factor and Muti-factor models. Perform statistical and valuation analysis using provided templates or develop your own bespoke analysis using the models provided.
Curve
Convert forward quotes into detailed arbitrage-free curves. Supports multiple levels of granularity including monthly, weekly, daily, hourly, and half-hourly.
Pricer
Calculate values and risk sensitivities for a wide range of commonly traded instruments. Value deals using the templates provided, develop your own derivative pricing and risk management spreadsheets for customised analysis, or build capabilities into your in-house valuation and risk analysis solution.
Storage
Structure, value, and hedge gas storage assets quickly and flexibly. Plug directly into your existing trading process to identify the trades required to rebalance a storage portfolio and enable optimal monetisation. Detailed drill down capability allows full explanation and understanding of the drivers of value.
Swing
Structure, value, hedge, and analyse swing contracts to deliver maximum profit. Handle complex contract features like indexation and output analysis showing a full explanation and understanding of value drivers.
