Sophisticated Analytics For Traders

9 November 2017.  Lacima is proud to announce the launch of the Lacima Trader suite of products designed to meet the needs of the Front Office. Lacima Trader comprises of stand-alone trading, structuring and valuation tools with the ability to drill down into detailed outputs and value drivers.

Achieve consistency between Front and Middle office by using Lacima Trader with Lacima Analytics.  Benefit from the same numerical engine to drive trading decisions, value deals and manage risk. 

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Lacima Trader offers quick set-up with same-day implementation and is easy to learn with a familiar Excel interface.   The products currently available are: Simulation, Curve, Pricer and Storage, with several new products in the pipeline which we’re looking forward to launching soon.

“I am incredibly excited to finally bring our vision of a wholistic numerical approach to trading and risk management to the market.  For a number of years now we have watched market participants struggle with the analytics mismatch that occurs between “structuring the deal” and “managing the deal” and the resultant conflicts between front office and risk management teams driven to a large extent simply because of the different sets of analytics used.” noted Dr Chris Strickland, CEO Lacima.  “As the leading energy risk analytics provider for the past five years in the Energy Risk Software Rankings, it made a lot of sense for us to be first movers to deliver this consistent approach.”

“I am grateful to our incredible team of highly specialised and talented people who have worked very hard to bring this vision to reality.  We are all very much looking forward to working with our customers on this next stage of the Lacima journey.”

Contact us now to discuss how Lacima Trader can address your organisation’s trading, deal management and valuation needs.

 

About Lacima Trader and Lacima Analytics 

Lacima offers two products: Lacima Analytics, our flagship application for valuation, optimisation and risk management primarily for Middle Office and our all new Lacima Trader suite of products which provide flexible valuation and structuring tools for Front Office.  In a world first, deals can be analysed and then subsequently risk managed using the same models and methodologies.

There are a range of products available within the Lacima Trader suite, and more are under development.  The products currently available are:

  • Simulation– Generate simulations of spot and forward variables (price, demand, wind speeds, etc) with our advanced Monte Carlo simulation engine.
  • Curve– Convert forward quotes into detailed arbitrage-free forward curves. Curve supports multiple levels of granularity, including: monthly, weekly, daily, hourly and half-hourly.
  • Pricer– Calculates values and Greek sensitivities for a wide range of commonly traded derivatives such as European, American, Asian, clean and dark spark spread strips and calendar spread options, swaptions, caps as well as variable volume swaps and other retail based contracts.
  • Storage– Structure, value and hedge gas storage assets to maximize profit. Plug directly into a live trading process and identify the trades required to rebalance a storage portfolio to enable optimal monetization. Detailed drilldown allows full explanation and understanding of the drivers of value.