SATURN for Portfolio Management
Transform your commercial operations with cutting-edge modern technology
and enable advanced solutions, dynamic hedging, and efficient frontier portfolio management.
Unmatched
Optimization
Unrivalled
Hedging
Efficient
Frontier
Smarter Portfolio Decisions with
SATURN Advanced Portfolio Management Solutions
SATURN Portfolio Management solutions deliver seamlessly integrated stochastic forecasts across all commodities, segments,
and markets – including markets analysis, generation management, trading management, and retail management – enabling unprecedented optimization and efficient decision-making to maximize margins and manage risks with confidence.
Noteworthy
Unprecedented Solutions
Seamlessly integrated markets, generation, trading, credit, retail, and risk solutions enable unprecedented portfolio management.
Unrivalled Optimization
Advanced stochastic simulators and unrivalled risk metrics enable confident decisions that improve portfolio margins and reduce risks.
Efficient Frontier Hedging
Rigorous simulations and optimization solutions empower unmatched dynamic hedging and efficient frontier enterprise-wide decisions.
Reimagine
Integration
Seamlessly integrated solutions. Breakdown the silos. Breakthrough.
Seamless Modern Integration
Modern seamlessly integrated solutions replace costly solutions integration, break down silo management, and drive transformative breakthroughs.
Reinvent
Hedging
Rigorous risk management. Unmatched solutions. Efficient hedging.
Advanced Hedging Analytics
Advanced analytics for interconnected operations across segments, commodities, and tenors – enabling efficient frontier dynamic hedging.
Rethink
Portfolio Management
Unprecedented optimization. Unrivalled solutions. Efficient Frontier.
Integrated Energy & Risk Solutions
Enable integrated end-to-end solutions, data management, product design and pricing, rate design and structuring, competitor and headroom analysis, and position, margin, and risk management.
The SATURN Advantage
Why Choose SATURN
Discover how SATURN addresses the fundamental challenges facing energy and commodity companies today.
Portfolio Management Challenges
Low-end stochastics. Limited metrics.
Basic simulations. Counterintuitive scenarios.
Burdensome input. Basic stochastic processes.
No inter-commodity risks. No inter-month risks.
Novice volatility risks. Scanty Inter/Intra-day risks.
Basic simulation control. Limited raw correlations.
SATURN
Advanced stochastics. Extensive metrics.
Optimized simulations. Logical scenarios.
Built-in parameterization. Advanced processes.
Inter-commodity risks. Inter-months risks.
Volatility-Term structure risks. Daily/Hourly risks.
Extensive vetting. Detailed cleaned correlations.
Legacy Software Challenges
Onerous workflows. Protracted processing.
Basic reporting. Limited configurability.
Awkward user interface. Dated layouts.
Long user onboarding. Difficult navigation.
Slow issue resolution. Novice support.
Too many bugs. Slow bug-fixing.
SATURN
Automated workflows. Automated processing.
Extensive reporting. Boundless configurability.
Intuitive user interface. Modern layouts.
Fast onboarding. Intuitive integration.
Same-day support. Subject Matter Expert support.
Zero-bug policy. Same-day resolution.
Explore Our Platform
Discover the Full Spectrum
of SATURN Capabilities
SATURN Portfolio Management provides seamlessly integrated stochastic forecasts and risk metrics of all commodities, markets, generation, trades, and retail, enabling unprecedented optimization and efficient decisions that offer maximum possible margins – all seamlessly integrated in one platform.
SATURN Market Analysis solution offers an unrivalled global coverage of commodities and markets, unparalleled market dynamics and technical trading indicators, automated APIs and real-time data feeds – all in a configurable, data-driven predictive analytics platform.
- Trading Signals
- Integrated Data Feeds
- Spot Market Analysis
- Forward Market Analysis
- Forward-Spot Analysis
- Inter-Commodity Analysis
- Mean-Reverting
- Auto-Regressive
- Jump Diffusion
- Variance Reduction Techniques
- Principal Component Analysis
- Other
SATURN Generation Management solution offers highly optimized, most detailed, and fastest generation production costing, integrated resource planning, and several related tailored solutions – with unprecedented speed – seamlessly integrated in one platform.
- Production Costing
- Integrated Resource Planning
- Asset Valuation
- Asset Management
- Budgeting
- Forecasting
- Fuel Management
- Environmental Management
- Outage Management
- Production Management
- Contract Management
- Day-Ahead / Real-Time
SATURN Trading Management solution offers unparalleled solutions that combine rigorous stochastic simulations with advanced implementation of Nobel Laureate Black-Scholes financial engineering models and enables seamlessly integrated solutions – front to back.
- Trade Valuation
- Trade Capture
- Confirmation
- Collateral Management
- Credit Limits
- Compliance and Control
- Continuous Monitoring
- Risk Management
- Position Management
- Settlement Reconciliation
- Invoicing
- Ledger Integration
SATURN Retail Management solution enables load-serving entities, utilities, and load aggregators to effectively manage customer portfolios, optimize pricing, and align supply with demand – all in a data-driven predictive analytics platform.
- Regulated Utilities
- Load Aggregators
- Product Design and Pricing
- P&L Management
- Power Supply Structuring
- Competitor Analysis
- Load Analysis
- Position Management
- Hedging
- Risk Management
- Customer Switching Analysis
- Load/Supply Balancing
SATURN Risk Management solution provides a unified platform to identify, analyze, mitigate, and report risk across all segments, commodities, and markets – enabling a comprehensive approach to empowering high-quality business decisions and hedging.
- Stochastic Simulators
- Parameterization
- Attribution Analysis
- Sensitivity Analysis
- Hedging
- MTM, VaR, and Greeks
- Forward and Spot Risks
- Spread and Volatility Risks
- Generation Risks
- Trade Risks
- Credit Risks
- Operation Risks
SATURN offers unparalleled markets parameterization, a critical functionality for inter-commodity/inter-market analytics and rigorous stochastic simulation empowering accurate forecasting and effective risk management – all in a configurable data-driven platform.
- Price & Vol Term Structure
- Price & Spread Min/Max
- Mean Reversion & Jumps
- Hourly Profiles & Volatility
- Pk/Off-Pk & Negative Prices
- Extreme Events & Vols
- Inter-Commodity/Inter-Month
- Correlations Cleaning
- Principal Component Analysis
- Variance Reduction
- Calibration Timeframe
- EWMA & Decay Factor
SATURN offers extensive modern BI capabilities and advanced predictive analytics that empower users to make data-driven informed decisions and improve business performance with unprecedented speed – all in a configurable, data-driven platform.
- Advanced Analytics
- Superior Data Quality
- Seamless Integration
- Real-Time Intelligence
- Proactive Monitoring
- Enterprise-Grade Security
- Interactive Visualizations
- Personalized Customization
- Collaborative Intelligence
- Boundless Extensibility
- Unlimited Scalability
- Automated Reporting
SATURN offers built-in modern reporting and visualization tools seamlessly integrated with all applications empowering users to quickly prepare reports and presentations – all easily configurable and dynamically updated.
- Configurable Reports & Charts
- Aggregation & Filtering
- Statistical Analysis
- Documents Management
- Workflows Automation
- Emails & Notifications
- Configurable Templates
- Quick Uploads & Downloads
- Personalized Defaults
- Configurable Dashboards
- Configurable Heat Maps
- PDF & MS Office Integration
SATURN offers modern technologies and powerful frameworks empowering high security, data integrity, easy access, proactive monitoring, efficient hardware management, high availability, efficient scalability, easy extensibility, and cross-device compatibility.
- Physical & Virtual Servers
- Shared & Dedicated Servers
- Optimized Grid-Computing
- Hardware Load Management
- High Performance Computing
- Enterprise Security
- Authentication Management
- Authorization Management
- Multi-Threaded Parallelization
- Seamless Extensibility
- Continuous Monitoring
- Cross-Device Compatibility
Notable Game Changers
1950s
Harry M. Markowitz developed the Modern Portfolio Theory (MPT) – a concept that provided a foundation for many advances in the field of financial economics.
1990
Harry Markowitz, Merton Miller, and William Sharpe won the Nobel Memorial Prize in Economic Sciences for their work on portfolio theory and the Capital Asset Pricing Model.
2009
A Forbes article documented the harsh reality and observed that “Modern portfolio theory … is harder done than said.”
2010
Abacus Solutions announced in a Commodities Now article that SATURN offers “A Game Changer: Full-Simulation Real-Time Portfolio Management.”
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