Optimizing Energy Product Trading with the Quant Office Energy Suite
article10 Aug 2025
Background
A large electrical generator trading power, oil, and other energy products across diverse markets sought to leverage Deltix solutions for strategy development and desk alerting.
Challenges
Deltix identified that the client had the following needs:
Tools to analyze extensive historic datasets including price data, weather, storage capacity, pipeline and power generation news and events, shipping info, and macroeconomic calendars.
Real-time integration of internal data streams into trading workflows.
Systems to provide actionable alerts to traders for manual execution.
Solutions
Deltix implemented its full QuantOffice Energy technology stack to meet the firm’s trading and strategy needs:
TimeBase: Loaded historic data from internal databases and streamed live data.
QuantOffice: Developed, back tested, and optimized trading strategies for energy products.
ExecutionServer: Deployed strategies for generating real-time market alerts.
Real-Time Aggregator: Enabled live data streaming from internal messaging buses to strategies and to TimeBase to increment the historic data set for further research.
Results
Centralized datasets enabled streamlined strategy development across power, oil, and other energy asset classes, providing the client with a more efficient framework for trading decisions. The solution delivered timely alerts for multiple energy product types, ensuring traders were equipped with actionable insights when it mattered most. This approach enhanced the efficiency of manual trade entries, optimizing workflows and improving overall responsiveness.
