Deep-Learning Based Alpha Research
Finding the needle in the haystack.
In markets overwhelmed by data, noise, and short-lived narratives, we identify small, persistent sources of outperformance that matter over time.
Producers & Merchants
Producers & Merchants
Alpha Research for
Hedging and Risk Management
Alpha Research for
Hedging and Risk
Optimized hedging entries mean more revenue and more profit.
Optimized hedging entries mean more revenue and more profit.
Producers & Merchants
Producers & Merchants
Alpha Research for
Hedging and Risk
Alpha Research for
Hedging And
Risk Management
Optimized hedging entries mean more revenue and more profit.
Optimized hedging entries mean more revenue and more profit.
Hedging
Hedging Is More
Than Position Matching.
Hedging allows you to sell production at a fixed point in time.
In practice, the derivative used for hedging does not fully reflect the behavior of the physical asset.
Mainly because standard derivative does not account for:
• Differences between physical and financial market dynamics
• Seasonality and location effects
• Liquidity concentration in specific contracts
Most hedging strategies therefore rely on simple rules:
• Matching volumes
• Matching delivery periods
We improve your hedging by finding the alpha out of hundreds of thousands of combinations and market narratives with our own deep-learning-based technology.
Our alphas make your hedging strategy as individual as your assets and your business, instead of relying on generic, static assumptions.
Select Your Profile
Flow
Your Journey To Your Alpha For Hedging
Define
Define your baseline and your policy
Opportunities
Identify an Alpha for your baseline
Reports
Client gets a report about different alpha performances and characteristics
Integration
Infrastructure Integration
Maintenance
Production and maintenance
Client Stories
Client Stories
Alpha In The Real World
European Electricity Producer
A European wind power producer hedges its production using standard power futures.
Our signals identify whether the front-month contract or a contract further along the curve better reflects expected production and market conditions. The signal-based approach was tested against a systematic hedge that only matched time periods and volumes.
The result was a measurable improvement in hedge effectiveness and a reduction in residual risk.
Grain Trading Company
A grain trading company hedges physical positions using exchange-traded futures.
Our models incorporate seasonality, forward curve structure, and liquidity dynamics to adjust hedge timing and contract selection.
Compared to a static hedging approach, the strategy improved hedge alignment with the physical exposure and reduced basis-driven volatility.
European Electricity Producer
A European wind power producer hedges its production using standard power futures.
Our signals identify whether the front-month contract or a contract further along the curve better reflects expected production and market conditions. The signal-based approach was tested against a systematic hedge that only matched time periods and volumes.
The result was a measurable improvement in hedge effectiveness and a reduction in residual risk.
Grain Trading Company
A grain trading company hedges physical positions using exchange-traded futures.
Our models incorporate seasonality, forward curve structure, and liquidity dynamics to adjust hedge timing and contract selection.
Compared to a static hedging approach, the strategy improved hedge alignment with the physical exposure and reduced basis-driven volatility.
Alpha is not singular
Let us find the needles for you.
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Disclaimer: The information, analyses, research outputs, signals, forecasts, models, and other materials (collectively, the “Content”) provided by Needlestack Technologies Ltd. are for informational and research purposes only and are intended solely for use by professional investors, market participants, and other financially sophisticated users.