SearchSo far in our series, we’ve:
- Built robust forward curves
- Simulated realistic market scenarios
- Priced individual Japan power options
Now it’s time to bring it all together.
In the final episode of Navigating Japan Power Options, we move from isolated instruments to portfolio-level valuation and risk analysis. Using Lacima Trader, we load a sample portfolio including forwards, strips and structured positions (like bull call spreads), and demonstrate how to calculate:
- Overall portfolio value
- Risk sensitivities including Delta, Vega, Gamma, and Theta
- The true impact of options on simple positions (e.g. how a bull call reshapes your Delta)
The power of analytics is not in the individual tools, but in how they come together to guide decisions.
– Jivan Drungilas, Quantitative Analyst
👉 Want to see how this works with your portfolio? Request a tailored demo.
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