I’m a quantitative trader. Since 2020, I’ve worked in financial companies ranging from options market making, through to commodities trading. I enjoy creating robust systems to allow me to capture edge, whether that’s through statistical means, or engaging in physical asset modelling to forecast the future flows of energy around the world.
This article scratches the surface of how oil is used and traded within the world’s energy complex. We introduce linear optimisation utilising AMPL to understand the optimal outputs from a fictitious refinery.