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Using Volatility-Based Cones to Identify Market Opportunities

Released on Friday, September 27, 2019•ENERGY

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Futures contracts are used to limit risk exposure by removing the uncertainty about future price. Volatility-base cones are computational algorithms that apply a probability distribution for each variable to extrapolate beyond the known data points and present a potential range of outcomes. The resulting charts illustrate statistical measurements for how widely projected prices are dispersed from the average (mean) price over a given time series (e.g., Calendar or Seasonal Strips).

By identifying opportunities at which fundamental and technical indicators signal pricing inefficiencies, Buyers can lock-in pricing to protect/hedge against price volatility.

Stephen Schork

The Schork Group, Founder

Stephen Schork is a highly acclaimed speaker, and is widely recognized for his ability to integrate vast arrays of compelling information into dynamic and succinct market views. His presentations include overviews of the key issues affecting the energy industry and context within which to view market action. Mr. Schorks forthright approach to benchmarking past projections against current market activity has established him as one of the industrys most sought-after energy experts. Mr. Schork is the co-founder of The Schork Group, and has extensive expertise in structuring and reviewing purchasing strategies, preparing narratives for presentations to boards of directors and investors to support trading and hedging decisions, providing cost/benefit analyses of mergers, acquisitions, and construction of new assets, and designing customized engagements tailored to clients business objectives. He is a registered Commodity Trading Advisor with the National Futures Association.