HedgeFacts is one of the preeminent software choices for energy hedge funds and investors. Unlike vendors who provide generic solutions, we have vast experience handling exchange traded energy derivatives. Whether it’s Basis, Index or Swing swaps, Calendar Spread Options, or just vanilla futures and options we’ve got you covered. Moreover, this expertise flows into all of our functionality from proper handling of gas basis and options in VaR modeling to decomposition of legs of spreads in position exposure reporting. However, our capabilities go further than just proper instrument handling in the energy space and include a high level of automation through our trade capture APIs to CME, ICE, and NFX all the way to proper investor accounting and fee tracking for managed accounts.

Just trade and let HedgeFacts cover your middle to back office, accounting and risk needs.

Key Highlights for Energy Traders include:

  • Fully automated trade capture and straight through process using exchange APIs including support for CME, ICE, and NFX exchanges
  • Robust middle office capabilities such as bunched order allocation, trade and position reconciliation, and investor and administrator trade recap reporting
  • Customizable position exposure views with proper instrument decomposition (CSOs, Index Swaps, etc.) and option greek net exposures, supporting analysis at the sector, commodity product (underlying), market/symbol, and specific instrument level
  • Stress profit/loss methods for a variety of market scenarios including VaR based methods for the portfolio or specific commodities by implying shifts in the commodity curve (parallel, tilt, front month)
  • Decompose profit/loss by any trader, sector, commodity product, or market or go further and attribute daily fluctuations in P&L to various options Greeks (delta, gamma, vega, theta, volna, etc.)
  • Monitor risk using models such as on demand Delta Gamma or Monte Carlo VaR methods or through tools such as the HedgeFacts Red Flag Dashboard the lets you monitor customizable limits across an array of metrics including risk, performance, net exposure, margin, and mandated (permitted) markets.

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