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Vetri Software Suite for Businesses

por OPALai PTE LTD

Vetri is a software suite for businesses

VETRI is a suite of pricing applications designed to assist corporates in managing their commodity-related risk.

Procurement, treasury and risk management departments will benefit from VETRI. There are numerous exotic assets that are non-liquid, non-exchange-listed, difficult to trade or hedge. With VETRI's suite of applications that leverage AI, you can price, track, and manage the risk of your positions in exotic assets. VETRI integrates with data from multiple sources, including via APIs, DBs, FTP, storage accounts and local files.

Tracker

By combining and analyzing historical price data, the Tracker App allows you to create a basket of liquid, tradeable commodity instruments that will track the price of any target exotic asset. You can create and test the performance of the basket yourself, or let the Tracker App automatically select the optimal composition of the tracker basket. Once created, it will provide you with daily rebalancing signals to make sure the tracker basket keeps accurately tracking the target price. Once you have the tracking basket, you can use it to hedge your positions or to gain exposure to the exotic asset. For example, if you are selling an exotic cash or physical asset, you can hedge your position by going long the tracking basket which results in a delta neutral position. Similarly, if you want to get price exposure to an asset that is not normally available for trade, go long on the tracking basket in order to benefit from price moves in the underlying.

Curves

Use historical price and fundamental data in order to create pricing forward curves and volatility surfaces for any exotic asset price or fundamental factor such a supply & demand data, inventory stock levels, and macro indicators, etc. The Curves application uses AI to build and update forward curves on a daily basis. Get forward price visibility where previously none is available in the market.

Enhanced Returns

If you have a procurement program that requires you to purchase or sell a fixed amount of commodity futures within a fixed time-frame, the Enhanced Returns application allows you to create and back-test hedging strategies that are designed to beat pricing benchmarks. For example, if you need purchase 100 contracts over 100 days, instead of spreading them out evenly which would result in a calendar average hedged price, with Enhanced Returns you can obtain signals that will help you time those purchases on days that will reduce the final average price by the end of the hedging program. This way, if you are a purchaser or seller, your final transacted price will aim to be lower/higher accordingly relative to the benchmark. You will get to see the volume to be bought or sold as signals on a daily basis.

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