5th Annual Quantitative Analysis in Commodity and Energy Trading

The commodity market is becoming increasingly competitive and volatile. The key to maintaining competitive advantages is to develop effective quantitative models to forecast the macro performance of commodities over time and their impact on pricing and hedging strategies. With the increased role played by fundamentals on commodity and energy prices, the market is in need of adapting and calibrating effective models in order to improve price forecast and boost investment strategies.

 

This marcus evans conference will uncover best model application techniques to enable more complex transactions, whilst looking at the impact of fundamental factors on pricing and asset value. By ensuring accurate analysis and focusing on model calibration, this event will bring together practitioners to overcome the issues of model calibration and discover how to best apply financial tools to increase their bottom line.