CurveDeveloperTM

CurveDeveloperTM is an automated solution that collects, cleans, and manages all your market price and volatility requirements.  You can generate daily/monthly forward curves for multiple risk and trading purposes.

Produce custom forward curves using proprietary analytic methods.

Get it right by integrating every trade, every payment, every price change and a distribution of potential futures into a comprehensive credit risk strategy.

Getting it right with maximum flexibility.

The CurveDeveloperTM Process automates your harvesting, validation and curve generation processes.  The open code framework provides maximum flexibility within a secure, auditable architecture.

Energy companies require quality market data and forward curves for trading and mark-to-market purposes.  However, the number of data sources and various formats has made collecting and maintaining this data cumbersome.

 

For companies that require more control over their market data and forward curve generation process, CurveDeveloperTM is the solution of choice.

 

 

The Solution of Choice.

Features of CurveDeveloperTM

Data Validation

Automates the clean-up of market data through a battery of statistical tests.  System will automatically flag suspicious data.

Data Harvesting

Automates the gathering of energy and financial market data from all sources.

Curve Generation

Automates proprietary analysis and custom curve generation processes to deliver improved market data.

Included Functionality:

 

Harvests broker sheets, exchanges, ISO market and vendor feeds

 

Gathers information from websites, MS Excel files, email attachments and flat files

 

Intelligent process manages file formats and label changes

 

Production system that runs automatically on a user-defined schedule

Error Analysis Includes:

 

Mistyped and missing values

 

Source and time comparisons

 

Moving averages

 

Bid / Ask spread

 

High / Low Values

 

Stale quote identification

User Can Control:

 

Ranking and/or Weighting

 

Seasonal Shapes

 

Interpolation / Extrapolation

 

Static / Dynamic regressions

 

FAS 157 tagging

CurveDeveloperTM Analytic Features

CurveDeveloperTM addresses the core market data infrastructure needs of companies generating/managing multiple curves by consolidating data into a single database.

 

CurveDeveloper's analytic process allows users to fill and extend forward curves while continuing to account for seasonal changes.  Incomplete portions of the forward curves will be filled by a seasonally-adjusted interpolation/extrapolation processes.

 

Ascend's advanced models are targeted to client-specific instruments, including structured-product pricing.  The end result will reduce each quote into single-month, while applying a client-specific seasonal shape.

Filter and chart forward curve data for interactive display within the CurveDeveloperTM user interface.  Visualize market movements across transaction dates and identify differences in data by source.

Better models. Better decisions.

Open Code Analytics

Ascend Analytics software uses open code analytics to deliver maximum flexibility to our clients.  Our integrated job management systems allow users to include proprietary analytic models into the process flow.  Clients can also change or add analytic variables to meet their specific needs.  Ascend software delivers maximum flexibility inside a powerful and secure production environment.  PowerCubeTM provides business intelligence reports and data visualization.

Hosting Solutions

Ascend offers the option of deploying to client sites, or a robust HOSTED ENVIRONMENT with dedicated hardware, complete database and software support.

We provide more efficient IT and software support, because that's what we do every day!

Due to its MODULAR NATURE, Ascend Analytics software can be rapidly deployed.

Our dedicated deployment team will provide a turn-key-solution, minimizing impacts to your staff.

We provide the highest level of customer support in the energy industry.

Our dedicated service team allows clients to access experienced energy analysts and system experts DIRECTLY.  Leverage our analysts as peaking resources
for your team.

Dedicated Support

Rapid Deployment

why choose Ascend Analytics?

 

Get in Touch!

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Global Headquarters

1877 Broadway, Suite 706

Boulder, Colorado 80302

p.  1.303.415.1400

e.  info@ascendanalytics.com

 

Montana Office

222 E Main, Suite 201

Bozeman, Montana 59715

 

California Office

440 Grand Avenue, Suite 420

Oakland, California 94610

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