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Energy Trading

AOT Energy uses Julia for options pricing, linear programming and market simulations
AOT Energy

AOT Energy is an energy trader based in Zug, Switzerland. They identify and leverage arbitrage opportunities in petroleum, petrochemicals, coal, natural gas and renewables.

AOT Energy selected Julia because of its ease of use, superior speed and performance to help maintain their competitive edge in the high frequency, high liquidity, volatile market for energy.

AOT Energy uses Julia to value swing options for energy offtake, perform Monte Carlo simulations and options valuations. Julia allows AOT to identify investment opportunities faster and deliver better prices for their customers.

AOT Energy is leveraging Julia’s integration with Bloomberg for real-time pricing updates and JuliaInXL’s integration with Microsoft Excel to inspect and visualize data within their familiar Excel graphical user interface.

Sven Duve, AOT Energy commodities trader, explains why he made the switch from R to Julia: "As a non-professional coder - I'm a practitioner using the outputs more than I'm creating them - what was useful for me was the easiness of the language. The coding is quite intuitive. It's a functional language, which I like. We have all the freedom to create our own objects in the language." Duve further explained that Julia provides much more structure than R, making coding simpler and quicker.