•Real-world:designed to plug into a live trading process

•Transparent: full drilldown from model to underlying trades

•Flexibleframework: utilize Excel to customize analysis

•Consistent: Front Office to Back Office needs are met

•Seamlessframework: perform Front Office analysis with the same models as the risk team when used in conjunction with LacimaAnalytics, Lacima’s application enabling full portfolio analysis

•Easytouse:employ with existing templates provided, or apply the function library to build Storage functionality into in-house valuation and risk analysis solutions

LacimaTrader > Storage

Designed for live trading, with actionable results that are easy to understand and explain

Structure, value and hedge gas storage assets to maximize profit using Storage, part of the Lacima Tradersuite. 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.

Businessbenefits

Detaileddrilldownforrollingintrinsic

•Tradeblotter:identifies trades required to rebalance to optimal positions for monetization of trading strategies

•Real-worldactionableoutputs including optimal position, individual trade P&L and a full set of Greeks

•Detaileddrilldown to individual days of each simulation, allowing full explanation and understanding of the components of value, including trading decisions

•Rangeofvaluationmethods: intrinsic, rolling intrinsic, spot optimization and basket of calendar spread options

•Deltahedging: fully supports delta hedging strategies, allowing full option value to be monetized

•Back-testingandscenarios: evaluate strategies through time using actual historical data or user-specific forecasts

•Simulation: simulate prices using Lacima’s award-winning models

Same-day implementation and easy to learn with familiar Excel interface

Keyfeatures

Basketofspreads,fullGreeksexposure

AboutLacimaTraderLacimaTrader>Storage is a product within the Lacima Trader suite providing solutions for Front Office. It is designed to interface seamlessly with the same numerical engine used by Lacima Analytics, Lacima’s groundbreaking application for energy risk management and optimization.

AboutLacimaLacima is a multi-award winning specialist provider of software and advisory services dedicated to trading, valuation, optimization and risk management for global energy and commodities markets.

We help you to maximize your profit potential and make better-informed decisions by providing tools that yield more accurate valuations, hedging analysis and risk exposure analysis for portfolios of financial contracts and physical assets.

Forfurtherinformation,visitlacimagroup.comoremailinfo@lacimagroup.comforaproductdemo