Research

Introduction

SESCO has a culture of curiosity and innovation and thrives on new discoveries and novel approaches to problem-solving. Throughout the organization, we strive for continuous improvement and challenging the status quo. Research and improvements are completed in a highly collaborative team-based environment where creativity and flexibility are the core of our processes.

Our research process:

  • Physical Simulation
  • Atmospheric Sciences and Prediction
  • Portfolio Optimization

Research

Physical Simulation

SESCO is dedicated to evaluating the features that drive our markets through a granular simulation-based approach to prediction and understanding market outcomes. This approach requires a disciplined understanding of market features and integrating available forecast information into a strategic approach to capital allocation.

Research

Atmospheric Sciences and Prediction

Understanding and predicting the stochastic properties of the fundamental features that cause market outcomes is critical to skilled execution and risk management. SESCO takes a research-oriented approach to atmospheric sciences and weather prediction and demands rigorous analysis of large-scale data sets to identify and understand risks competitors overlook. Predictions of this nature require close collaboration of subject matter experts and quantitative researchers to formulate comprehensive approaches to forecasting.

Research

Portfolio Optimization

Capital allocation and portfolio optimization is necessarily executed in a robust and disciplined way that integrates the probabilistic nature of market outcomes. Understanding the distribution of outcomes and managing downside risk is integral to the investment decision process. Portfolio research and optimization is executed in a highly iterative process designed to achieve continuous feedback and improvement.