Enhancing Gas Market Trading with the Quant Office Energy Suite

article30 Jun 2025

Background

A large producer, trader, transporter, and supplier of gas sought to improve their trading effectiveness by leveraging Deltix solutions for strategy development, market making, and risk management.

Challenges

Deltix identified that the client had the following needs:

A way to efficiently consolidate and analyze large historic datasets (e.g., level 2 price data).
Tools to optimize strategy development and back testing.
Real-time execution for market making, trading on OTC/other markets, and hedging FX exposures.

Solutions

Deltix provided QuantOffice Energy, a comprehensive suite of tools to address the client’s business and technical requirements.

TimeBase: Consolidated historic and real-time data from unstructured and structured sources.
QuantOffice: Enabled Python and proprietary strategy development, back testing, and optimization.
ExecutionServer: Facilitated deployment of strategies for market-making, trading, and hedging.
Real-Time Aggregator: Streamed live data directly into strategies for paper and live trading and to TimeBase to increment the historic data set for further research.

Results

Unified historic and live datasets enabled the client to implement efficient strategy development and refinement. The solutions improved real-time execution for gas trading, market making, and FX hedging, and increased trading effectiveness directly on Trayport and other energy markets. The team using QuantOffice Energy became a key source of positive P&L within the firm.