Quant Analytics

Applying scientific principles to market-orientated thinking

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Energy Aspects' Quant Analytics models and tracks derivative flows across futures, options, and swaps markets. Our proprietary analytics offer daily comprehensive updates on positioning, risk, and trading activity of major financial traders, including CTAs, discretionary hedge funds, risk parity funds, and ETFs.

Gain an edge with our quant insights

Stay ahead of the curve by accurately anticipating market positioning and flows across markets.

Daily position updates

Daily positioning updates for Systematic funds, Discretionary Funds, Risk Parity Funds, and Exchange Trading Funds (ETFs).

Unrivalled visibility into systematic trading flows

Predict the market impact of flows from systematic funds, factoring in both size and key trading levels.

Options dynamics

Estimate the magnitude of delta hedging by options dealers and foresee price pinning as expiration approaches.

Avoid the crowds

Identify when the market positioning is at extreme levels and when price reversals are likely to occur.

Understand what’s driving markets

Proprietary quantitative models detect and highlight changes in key fundamental, financial, and macro price drivers.

EA Live

Stay informed with intraday insights and analysis directly from the Quant desk, accessible via desktop and mobile app.

Unlock our quantitative analysis of the TTF market 

Explore the power of financial flow analysis to enhance your trading strategy and manage risks effectively in volatile markets.

Understand the complete picture

Analysing financial flows has become increasingly important in recent years due to the influx of discretionary capital. Physical fundamentals alone no longer explain price movements in markets. Our expert quantitative analytics help you gain a comprehensive understanding of the market through:

Cutting-Edge data-driven research

  • Access to in-depth quantitative research designed to help you determine the most relevant price drivers in markets.
  • Our systematic framework provides actionable insights, empowering you to make decisions with robust, timely data. 

Modelling all major market participants

  • We distinguish ourselves from other providers by modelling and isolating ALL major participants, not just CTAs. 
  • Additionally, we track the positioning of participants in addition to their flows, offering a complete and comprehensive view of the market.

Blending models and human expertise

  • The Quant Analytics service merges quantitative rigour with years of experience in commodity derivatives trading.
  • Through methodical analysis of quantitative data, we isolate and tag significant trade flows to either speculative or commercial traders, offering critical insights into market risk dynamics.

Equip yourself with timely information that drives critical decision-making.

Find out what your subscription includes.

EA Live Quant feed:

Receive commentary throughout the day via desktop or mobile app, providing immediate insights on significant market movements directly from our quant analysts.

Daily paper balances:

Access systematically calculated metrics and charts that are updated daily, featuring predicted trade flows, positions of major participants such as CTAs and discretionary hedge funds, open interest changes, and market crowdedness.

Daily Options dashboard:

Get comprehensive daily analysis of listed options, monitoring flows, risk exposure, dealer’s gamma, and other key metrics.

Short and long-form research:

Stay informed with both short and long-form research. Quant Weekly contextualises market flows and highlights crucial price drivers, while our long-form Quant Insights delve deep into market structure, ensuring you have a comprehensive understanding of markets.

Transparency and replicability:

Our Quant Insights openly detail statistical methods, assumptions and data used, empowering you to replicate the analysis yourselves and build your own models. This transparency gives you confidence in our methodologies, ensuring you have accurate information for your decision-making.

Historical data API and Data Explorer:

Access daily and historical data in Python JSON or CSV/XLSX formats for back-testing and analysis. Our Data Explorer app enables quick and intuitive visualisation of historical quant data with no coding required, allowing you to easily chart, save to your library, and generate images to share with colleagues.

How Quant Analytics works

Dr Nicky Ferguson, Head of Analytics, explains how Quant Analytics works and how it can be used on the EA Client Portal.

Watch the video to learn how Quant Analytics helps you navigate financial markets by identifying key participants, driving factors and risk concentrations, providing the insights needed to make strategic trading decisions.

Get real-time insights into financial flows and market positioning with Energy Aspects' EA Live quant feed, delivering intraday updates on macro oil, gas, metals and agriculture markets. Watch the video to learn more.

EA Data Explorer allows you to search, navigate and download proprietary data. Create custom charts, access historical data and integrate insights into your systems using downloadable Python scripts. Learn more in this video. 

The integration of quant macro and commodities services delivers a deeper understanding of thematic trades influenced by global macroeconomic factors. Watch the video to learn more.

Understand how the North American Producer Risk Dashboard offers transparency into producer activity across listed and OTC markets, helping users to maximise hedging strategies and optimise liquidity.

Watch the video to learn how Quant Analytics gives Metals traders unique visibility into important financial flows and their underlying drivers, whether it's inflation concerns or fundamental market dynamics.