NEW YORK, Oct. 5, 2017 /PRNewswire/ -- PortfolioScience, a leading provider of on-demand risk management systems, has released a new set of analytics aimed at energy derivatives. Working with Stamford, CT-based Harbour Square Capital Management, a hedge fund focusing on natural gas trading, PortfolioScience has developed Volatility-Adjusted Futures, a new set of quantitative analytics enabling traders to more accurately forecast the exposure of positions and portfolios.
"Our risk management system incorporates the Volatility-Adjusted Historical Simulation VaR developed by PortfolioScience with the assistance of Harbour Square. The tool has helped to streamline our risk management solutions and to provide greater depth to our reporting capabilities," said Tom Capoccia, COO and Chief Risk Officer at Harbour Square Capital Management.
"The risk analysis of commodity portfolios is a critical undertaking for many reasons. We are fortunate to have been able to collaborate with Harbour Square. Their extensive trading experience in Natural Gas markets and unique understanding of the space has been crucial to this latest expansion of the RiskAPI tool set. Working with an active market participant proved to be invaluable in this effort," said Ittai Korin, PortfolioScience's founder and President.
RiskAPI offers a full range of multi-model Value at Risk, stress-testing and other quantitative analysis features, allowing both producers and speculators in the energy and commodity markets to easily generate dynamic risk calculations at multiple portfolio levels. The service includes all data, computing, and analytics across global energy and commodity markets, making it simple for users to implement a sophisticated risk analysis infrastructure.
PortfolioScience specializes in risk management technology for financial institutions, investment services, financial advisors, and hedge funds. The company's products allow fund managers, traders, and investors alike to access powerful risk analysis capabilities on demand. PortfolioScience creates turn-key risk management systems for institutional financial services, allowing them to provide their clients with portfolio risk analysis services virtually overnight. Founded in 2000, PortfolioScience serves clients globally, spanning the brokerage, fund administrator, hedge fund, and mutual fund industries.
For more information, visit: www.portfolioscience.com
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