1) Data Inputs
- Energy options and futures market data across covered contracts (NG, CL, HO) with historical context layers.
- Open interest, volume, and structure-based market fields used for positioning and flow interpretation.
- Weather and regime context inputs used to frame volatility response conditions.
2) Volatility Structure Framework
- Surface and skew views are normalized for cross-expiry comparison and structure monitoring.
- Historical ranges and seasonal context are used to classify whether current structure is stretched or balanced.
- Outlier and stale-point quality checks are applied before charting and signal surfacing.
3) Flow + Positioning Interpretation
- Block and screen flow are reviewed in context of strike concentration and expiry structure.
- Dealer-positioning views are presented as decision support for convexity and hedge-pressure analysis.
- Signals are designed to support desk judgment, not replace execution discretion.
4) Operational Controls
- Platform access uses authenticated sessions with role-aware controls.
- Transport is encrypted and sensitive configuration remains environment-scoped.
- Methodology updates are versioned and reflected in platform/research notes.
Important usage note
Analytics are decision-support tools and not investment advice. Execution, sizing, and risk limits remain the responsibility of the trading desk.
CFTC Rule 4.41: Hypothetical or simulated performance results have inherent limitations. Unlike results shown in an actual performance record, simulated results do not represent actual trading. Since the trades were not executed, results may have under- or over-compensated for certain market factors, such as liquidity. Simulated trading programs are generally designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.
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