CurveDeveloper is an automated solution that collects, cleans, and manages all your market price and volatility requirements. Automate generation of daily/monthly forward curves for multiple risk and trading purposes.
Tame the tedious task of curve generation. Auditable. Configurable.
The CurveDeveloper Process automates your harvesting, validation and curve generation processes. The open code framework provides maximum flexibility within a secure, auditable architecture.
The Solution of Choice
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, CurveDeveloper is the solution of choice.
Features of CurveDeveloper
Automates the clean-up of market data through a battery of statistical tests. System will automatically flag suspicious 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
Automates proprietary analysis and custom curve generation processes to deliver improved market data
User Can Control:
- Ranking and / or Weighting
- Seasonal Shapes
- Interpolation / Extrapolation
- Static / Dynamic regressions
- FAS 157 tagging
Automates the gathering of energy
and financial market data
from all sources
Error Analysis Includes:
- Mistyped and missing values
- Source and time comparisons
- Moving averages
- Bid / Ask Spread
- High / Low Values
- Stale quote identification
CurveDeveloper 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 results 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 CurveDeveloper user interface. Visualize market movements across transaction dates and identify differences in data by source.
The Ascend Advantage
"Ready to Roll" analytics and preconfigured models for any power market and PNode.
Insights & Market Reports
Anticipate and plan for the impact of changing market dynamics on portfolio management.
Ascend expertise ranges from basic application support to enhancing decision analysis with risk to expert testimony.