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Systematic Energy Signals for Research and Trading Teams

Relative value and portfolio signals for NG, CL, RB, and HO markets, designed for quantitative research teams, systematic traders, and commodity-focused portfolios.

Beta Alpha Kcast combines disciplined market structure research, workflow-friendly delivery, and production-oriented implementation.

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Signal Feeds at a Glance

Long-window research, forward monitored evaluation, and workflow-ready delivery across core energy markets.

Active

CL Feed

Systematic crude-oil relative-value and portfolio signal feed.

Research summary
CAGR118.5%
Max DD-6.7%
Target ann. vol15%
Forward monitoredApr 2024

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Active

NG Feed

Systematic natural-gas market-structure and relative-value signal feed.

Research summary
CAGR36.6%
Max DD-2.7%
Target ann. vol15%
Forward monitoredApr 2024

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Active

RB Feed

Systematic gasoline signal feed for single-market and cross-product workflows.

Research summary
CAGR90.8%
Max DD-5.1%
Target ann. vol15%
Forward monitoredApr 2024

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In Progress

HO Feed

Systematic heating-oil signal feed under active development within the energy stack.

Status summary
StatusIn progress
DeliveryPlanned
Use caseSingle + portfolio
CoverageTo be added

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Framework

Portfolio Feed

Cross-market allocation sleeve combining signals across available products under a unified portfolio framework.

Framework summary
StatusActive framework
Target ann. vol15%
DeliveryCSV / API
ScopeExpands with coverage

Portfolio Overview

Research and Live Monitoring

Charts combine long-window research history with a forward monitored segment from April 2024 where available. Full research detail can sit on Signals and Quant Lab while the homepage stays concise and product-led.

Illustrative example: long-window research evaluation with a forward monitored segment under current publication assumptions.

Current coverage status

CLActive
NGActive
RBActive
HOIn progress
PortfolioFramework

Research results are hypothetical and should be interpreted alongside monitored forward windows. Monitored simulation does not imply executed client performance.

Platform Overview

Signals

Daily signal feeds for key energy markets, framed for systematic use rather than commentary.

Delivery & Integration

CSV and API delivery aligned with workflow compatibility, publication conventions, and internal tooling.

Quant Lab

Research and engineering behind the signal stack, including market structure, relative value, and portfolio methods.

Production Use

Evaluation-first onboarding designed to assess fit before any broader production arrangement.

Custom Research on Request

Beyond the core energy feeds, Quant Lab can support defined custom futures research mandates across additional asset classes where data coverage, workflow fit, and delivery requirements are clear.

Evaluate fit before production use

Assess selected feeds, delivery format, and workflow compatibility before any production arrangement.

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