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QR Energy Electricity Gas Data Analytics

Seamless Integration of Advanced Analytics, Data, Optimization & Risk
Electricity Price and Load Forecasting
Forward Curves for Power, Gas, Fuel, FX
Monte Carlo Simulation of Energy and Electricity Price and Load
Energy Option Pricing


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One single high-performance energy and electricity data analytics cloud platform. Power, gas, fuel and energy analytics for trading, planning, generation and bidding optimization, and risk management.

24/7 Energy and Commodity Analytics Supercomputing Cloud Services. No software installation, development or customization required. Ready-to-use cloud solution for world markets. Energy, commodity and FX forward curves including seasonal shape and trend. Stochastic modeling and Monte Carlo simulation. Analytics results are available through multiple reports, and can be also exported manually in excel, or automatically via our API in any desired format.
We provide data and execute multiple analytics models automatically around the clock for world energy and commodity markets. Models and processes are enhance and monitored 24/7. Analytic models and estimated parameters are visible and auditable. Analytics runs are sand-boxed and results are saved individually. Ability to configure custom models. Energy and commodity independent option pricing. Physical, volumetric and swing options. Vanilla, exotic and spread option pricing.

Next Generation Dual-use Cloud On-site Architecture

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  • QR Power & Gas Data Analytics Cloud Services

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  • On-site Implementation

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  • New Commercial Paradigm

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Power, Gas, Energy Data Analytics as Cloud Services, or Implemented On-site

Worldwide Market Coverage

Multi-energy types, power, gas, LNG, fuel, coal, FX, emissions. Multi-trading. Spot, forwards, futures, swaps, exchanges, options, wholesale, physical and bilateral buy & sell. Retail electricity and gas trading.

QR Load Forecast Module

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    Load Forecasting at the frequency of your market, hourly or sub-hourly.
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    Real-time, Day-ahead, Medium and Long Term Load forecast models.
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    Load forecasting for ISOs system, zonal, trading hub load, as well as client meter.
  • Solution 1:
    Zonal and regional load forecasting in worldwide ISO, RTO and power pool markets

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    North America: California, ERCOT, New York, New England, PJM, Midwest, SPP, WECC, Alberta, Ontario.
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    Europe and UK.
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    Asia Pacific: Australia, Japan, Singapore, Philippines.
  • Input data to the model, all provided by us:

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    Historic ISO data, real-time, day-ahead, subhourly or prior to a period quotes (in some markets).
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    ISO provided forecasts (day/look ahead).
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    Multiple weather data indicators.
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    Rolling forward indicators, such as, previous hour, yesterday same hour, last week same day and hour, yesterday 24 hour average, last week average.
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    Calendars to filter out weekend and holiday effects.
  • Solution 2: Your custom load

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    Hourly load forecast as a utility, based on your meter and possibly SCADA data. Load forecasting can be performed on an individual meter or node, or on aggregated totals based on business rules such as, per client type, region, or zone.

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    Starting from a retail customer's monthly consumption, we forecast a normalized hourly shape and deduce an hourly load forecast for the customer.
  • Input data to the model

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    Meter data, SCADA (if any) and customer meter. We can connect automatically to your internal data repositories to fetch these data, or you can upload them manually.
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    ISO system zonal or regional load and multiple weather data indicators. We provide these data as part of the package.
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    Rolling forward indicators: previous hour, yesterday same hour, last week same day and hour, yesterday 24 hour average, last week average.

QR Price Forecast Module

  • Our Solution:

  • Real-time, Day-ahead, Medium and Long Term Price forecasting for worldwide ISO, RTO and power pool markets:
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    North America: California, ERCOT, New York, New England, PJM, Midwest, SPP, WECC, Alberta, Ontario.
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    Europe and UK.
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    Asia Pacific: Australia, Japan, Singapore, Philippines.
  • Zonal and Regional Price Forecasts, LMP or load weighted average price (LWAP), at the frequency of your market, hourly, 1/2 hourly, etc.

  • Custom Index Price: You an also make your own custom weighted index or basket of nodal, zonal and regional prices. We will help you set it up and schedule it for execution.

  • Read more on the technology and functionality.
  • Input data to the model, all provided by us:

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    Historic ISO data, real-time, day-ahead, subhourly or prior to a period quotes (in some markets).
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    ISO provided forecasts (day/look ahead).
  •  
    Multiple weather data indicators.
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    Rolling forward indicators, such as, previous hour, yesterday same hour, last week same day and hour, yesterday 24 hour average, last week average.
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    Calendars to filter out and interpolate weekend and holiday effects.

QR Forward Curves Module

Solutions

All energy types: power, gas, fuel, coal, FX, emissions, etc.
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    Monthly Forward Curves fitted for years forward.
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    Daily Spot Curves fitted for a few months forward.
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    Implied Volatility Curves for forwards, fitted for years forward
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    Daily and monthly meter and load forecasting in power and gas markets.
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    Custom models. We help you create and maintain your own forward curve models with complex mathematical rules and involving other curves. E.g., when there isn't sufficient underlying data, define an index via mathematics formulas involving other base curves for which there are partial data quotes. Then point the spot, forward or load curve to the index. This is useful for illiquid physical hubs in power, gas, fuel, city gates and other energy and commodity markets.
  • Input

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    On a daily basis, we fetch forward quotes from multiple sources. Some are liquid, some have gaps or are missing. Alternatively, you can procure and upload your own data. The forward curve model is fitted automatically on these data.
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    For load and meter forecasting we use historic meter reading, and possible forward estimated from you, if any.

QR Monte Carlo Module

QR Monte Carlo applies to any security type: equity, FX, interest rates, energy, commodity or any data for that matter.
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    Range of advanced 1 and 2-factor stochastic differential equation models capturing mean reversion, trend, seasonality, and stochastic volatility. Jump processes can be added or turned off. These are far more powerful than time series models or simple volatility matrix.
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    Simulate very realistic (non-flat) term structure of forward markets. The Monte Carlo engine automatically calibrates, then builds or simulates the spot and forward curves together in a coherent term structure. A Market Price of Risk is estimated for every forward position.
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    Automatic correlation measurement across different price processes.
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    Execute in seconds, thousands of simulation scenarios for one price curve.
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    Full statistics is created via Monte Carlo simulation, with visual display of simulation paths and the full risk cone as it expands in time.
  • Read more.

QR Options Module

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    A unique and powerful option pricing environment allowing independent option pricing for all energy option types: European, American, Asian, and path-dependent options, across all underlying energy and FX traded instruments.
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    Single asset, spread and basket option pricing.
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    Exchange traded options.
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    Combined with our Monte Carlo simulation engine, we price options and their VaR, at the same time.
  • Read more.