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Getting Started

  • Getting Started

Core Commodity Stack

  • schema — Data Contract Layer
  • commodity — Physical Pricing Primitives
  • index — IOSCO-Aligned Index Infrastructure
  • otc — OTC Instrument Pricing
  • book — Dealer Book Management
  • liquidity — Thin-Market Risk

Quantitative Toolkit

  • sim — Price Process Simulation
  • fit — Model Calibration
  • options — Option Pricing
  • econometrics — Statistical Testing
  • bootstrap — Curve & Surface Construction

Portfolio & Risk

  • portfolio — Portfolio Optimisation
  • risk — Risk Metrics
  • distributions — Distribution Fitting
  • dimension — Dimensionality Reduction
  • factor — Factor Models
  • ml — Machine Learning
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