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Webinar On Demand: Preparing for Volatility – Engineering Custom Scenarios for Commodity Books

As the markets face an ongoing pandemic, an energy crisis, and volatility, there’s also a looming recession.The traditional Greek-based risk metrics are one way to measure today’s risks but there’s more traders can do to prepare for volatility.

Beacon Co-Founder Mark Higgins, a former quant and market-maker, recognizes the challenges of managing risk in the current environment while preparing for future changes. In this new webinar, he will run a derivatives portfolio in Beacon to illustrate some hand-crafted scenarios and demonstrate what might happen to markets in a recession.

Beacon’s transparent, fully licensed source code removes the black-box aspect of traditional vendor systems, enabling faster and easier customization and integration of proprietary techniques. Commodities firms get the perfect mix of buy versus build, accelerating development and responsiveness to new opportunities. Automate processes, run proprietary models and applications natively on the platform, and seamlessly manage elastic cloud infrastructure.

What you will learn:

  • What the standard Greek and VaR risk metrics are and when they’re useful
  • Why custom scenario analysis is important in volatile market conditions
  • How to build a scenario analysis tool in Beacon that shows risk to custom curve scenarios

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