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We are looking for a professional to develop a MatLab algoritm that will calculate the value of individual energy operation and also the protfolio value.
VAR and CVAR and other methologies are welcome.
We already have the operation rules and need someone with huge matlab experience to support our internal team.
Added 21 AUG 2012, 10:49 AM EDT
We are a energy trading company and we already have a excel that does part of the job.
We are basically looking for a tool that:
1. Future price prediction (already under development with MatLab)
1. Based on a future price assumption (12 month), what is the value of a specific and possible operation (buy or sell) considering all the guarantees, and costs involved
2. Based on a future price assumption (12 month), what is the value of the portfolio considering all the guarantees, and costs involved
3. We would like to simulate it under 4 or 5 different future scenarios
We will provide all cos...
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