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
Automates the clean-up of market data through a battery of statistical tests. System will automatically flag suspicious data.
Automates the gathering of energy and financial market data from all sources.
Automates proprietary analysis and custom curve generation processes to deliver improved market data.
• 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.
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.
Because Ascend has "out-of-the-box analytics", combined with extensive market and fundamental system data, we can rapidly deploy our software in weeks instead of months.
Our dedicated deployment team will provide a turn-key-solution, minimizing impacts to your staff.
Ascend offers a complete hosted solution providing software as a service (SaaS) with dedicated hardware, expansive data, and full software support.
We provide expert support to guide customers through enhanced decision analysis with the practical insights of having "been there and done that". Our expertise ranges from basic application support to enhancing decision analysis with risk to expert testimony and reports. Our staff can also augment your team as "peaking resources".
Get in Touch!
1877 Broadway, Suite 706
Boulder, Colorado 80302
222 E Main, Suite 201
Bozeman, Montana 59715
440 Grand Avenue, Suite 420
Oakland, California 94610
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