$1,999

Front Office Quants Commodities (Gas & Power)

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Course
141 Lessons

A desk-first quantitative master program designed for quants supporting Gas & Power trading desks, pricing derivatives, managing risk, and translating trader intent into production-grade models. From zero assumed maths to production-grade derivative pricing and risk management, learned by building. 100 CHAPTERS, 12 MODULES, 4+1 BUILD PROJECTS, 101→401 LEVELS 📞 WhatsApp: +91 95601 16736 for discount

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Program Brochure and Previews

Brochure - Front Office Quants -Gas & Power_Commodities (Gas & Power)_DurgaAnalytics.pdf

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34_Interpolation Filling the Gaps Sensibly_DurgaAnalytics.pdf

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34_ADV_Interpolation Filling the Gaps Sensibly_DurgaAnalytics.pdf

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Module 1 — Front Office Quant Foundations (Chapters 1–8)

M01_FRONT_OFFICE_QUANT_FOUNDATIONS_Durga.mp4

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01_Front Office Quant Foundations (Chapters 1–8).pdf

01_ADV_Front Office Quant Foundations (Chapters 1–8).pdf

1. What a Front-Office Quant Actually Does.m4a

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2. The Trading Desk Ecosystem.m4a

3. A Day in the Life of a Gas & Power Desk.m4a

4. Prices, Returns, and the Language of Markets.m4a

5. Setting Up Your Python Lab.m4a

6. Python Building Blocks for Quants.m4a

7. Your First Market Calculation in Python.m4a

8. How This Course Builds Four Real Apps.m4a

Module 2 — Commodity Markets: Gas & Power (Chapters 9–18)

02_Commodity_Markets_Gas_&_Power (09-18).mp4

02_Commodity Markets Gas & Power (Chapters 9–18).pdf

02_ADV_Commodity Markets Gas & Power (Chapters 9–18).pdf

09. What Makes a Commodity (and Why Energy Is Special).m4a

10. Natural Gas From Wellhead to Burner Tip.m4a

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11. Electricity The Commodity That Can't Be Stored.m4a

12. Hubs, Zones, and Delivery Points.m4a

13. Reading the Forward Market Months, Quarters, Seasons.m4a

14. Seasonality and Why Winter Costs More.m4a

15. Spikes, Non-Storability, and Fat Tails.m4a

16. Supply, Demand, and the Merit Order.m4a

17. The Players Who Trades Gas & Power and Why.m4a

18. Loading Real Market Data with Pandas.m4a

Module 3 — Mathematical Foundations for Energy (Chapters 19–30)

03_Mathematical Foundations for Energy (Chapters 19–30).pdf

03_ADV_Mathematical Foundations for Energy (Chapters 19–30).pdf

19. The Mathematical Roadmap How the Pieces Fit.m4a

20. Numbers, Units, and Sanity Checks.m4a

21. Averages, Spread, and the Shape of Data.m4a

22. Probability Without Tears.m4a

23. The Normal Distribution and Why It's Everywhere.m4a

24. Volatility Measuring How Much Prices Move.m4a

25. Correlation How Two Prices Move Together.m4a

26. Optimization Intuition Finding the Best Choice.m4a

27. A Gentle Introduction to Calculus (Rates of Change).m4a

29. Mean Reversion Why Energy Prices Come Back.m4a

28. Randomness Over Time Random Walks & Brownian Motion.m4a

30. Monte Carlo Pricing by Simulation.m4a

03_Mathematical_Foundations_for_Energy (19-30).mp4

Module 4 — Forward Curve Construction (Chapters 31–40)

04_Forward Curve Construction (Chapters 31–40).pdf

04_ADV_Forward Curve Construction (Chapters 31–40).pdf

31. What a Forward Curve Is and Why Everything Needs One.m4a

32. Market Conventions Day-Counts, Calendars, and Rolls.m4a

33. From Traded Quotes to a Price for Every Day.m4a

34. Interpolation Filling the Gaps Sensibly.m4a

35. Bootstrapping a Consistent Curve.m4a

36. Adding Seasonal Shape to the Curve.m4a

37. Calendars, PeakOff-Peak, and Delivery Periods.m4a

38. Discounting The Time Value of Money.m4a

39. Component 0 Build The Curve Builder Library.m4a

40. Testing and Trusting Your Curve.m4a

04_Forward_Curve_Construction (31-40).mp4

Module 5 — Core Commodity Derivatives Pricing (Chapters 41–51)

05_Core Commodity Derivatives Pricing (Chapters 41–51).pdf

05_ADV_Core Commodity Derivatives Pricing (Chapters 41–51).pdf

41. Forwards and Futures Locking a Price.m4a

42. Swaps Turning Floating into Fixed.m4a

43. What an Option Is (Insurance for Prices).m4a

44. Payoffs and Break-evens You Can Draw.m4a

45. The Idea Behind Black-Scholes (No Fear).m4a

46. Black-76 for Commodity Options.m4a

47. Implied Volatility The Market's Fear Gauge.m4a

48. Calibrating Models to Market Prices.m4a

49. Asian Options Pricing the Average.m4a

50. Pricing Options by Monte Carlo.m4a

51. Project 1 Kickoff A Swing Contract's Building Blocks.m4a

05_Core_Commodity_Derivatives_Pricing (41-51).mp4

Module 6 — Advanced Gas & Power Structures (Chapters 52–63)

06_Advanced Gas & Power Structures (Chapters 52–63).pdf

06_ADV_Advanced Gas & Power Structures (Chapters 52–63).pdf

52. Swing Contracts The Right to Vary Volume.m4a

53. Valuing Swing Intrinsic vs Extrinsic.m4a

54. Dynamic Programming for Swing (Plain-English).m4a

55. Project 1 Build Gas Swing Pricing Engine.m4a

56. The Spark Spread Gas Into Power.m4a

57. Spread Options Optionality on a Difference.m4a

58. Pricing Spread Options (Margrabe & Monte Carlo).m4a

59. Project 2 Build Power Spread Option Risk.m4a

60. Gas Storage as an Option on Time.m4a

61. Intrinsic Storage Value via Linear Programming.m4a

62. Extrinsic Storage Value (Rolling Intrinsic & Simulation).m4a

63. Project 3 Build Storage Valuation Model.m4a

06_Advanced_Gas_&_Power_Structures (52-63).mp4

Module 7 — Risk Management from a Trader's View (Chapters 64–71)

07_Risk Management from a Trader's View (Chapters 64–71).pdf

07_ADV_Risk Management from a Trader's View (Chapters 64–71).pdf

64. Position, Exposure, and P&L Explained.m4a

65. The Greeks Delta, Gamma, Vega, Theta.m4a

66. Computing Greeks by Bumping.m4a

67. Hedging Turning Risk into a Plan.m4a

68. Value at Risk (VaR) the Honest Way.m4a

69. Stress Testing and Scenario Analysis.m4a

70. P&L Attribution Explaining the Day.m4a

71. Aggregating Risk Across a Book.m4a

07_Risk_Management_from_a_Traders_View (64-71).mp4

Module 8 — Quant Libraries & System Architecture (Chapters 72–77)

08_Quant Libraries & System Architecture (Chapters 72–77).pdf

08_ADV_Quant Libraries & System Architecture (Chapters 72–77).pdf

72. Anatomy of a Pricing Library.m4a

73. Designing Clean, Reusable Pricers.m4a

74. Market Data In, Risk Out The Pipeline.m4a

75. Caching, Reuse, and Not Repricing the World.m4a

76. Object Models for Trades and Curves.m4a

77. Project 4 Foundations A Book and a Pricer.m4a

08_Quant_Libraries_&_System_Architecture (72-77).mp4

Module 9 — Front Office Programming (Chapters 78–89)

09_Front Office Programming (Chapters 78–89).pdf

09_ADV_Front Office Programming (Chapters 78–89).pdf

78. Numerical Methods Every Quant Uses.m4a

79. Optimization with SciPy (and a Taste of LP).m4a

80. Vectorisation Making NumPy Fly.m4a

81. Profiling Finding the Slow Line.m4a

82. Benchmarking Loops vs Vectorised vs Compiled.m4a

83. Monte Carlo at Scale.m4a

84. Numerical Pitfalls and How to Avoid Them.m4a

85. Data Quality Bad Data Is the Real Enemy.m4a

86. Writing Tests You Can Trust.m4a

87. Reproducibility & Structuring a Real Project.m4a

88. ReadingWriting Market Data & Failing Loudly.m4a

89. From Notebook to Production Module.m4a

09_Front_Office_Programming (78-89).mp4

Module 10 — Working with Sales & Trading (Chapters 90–93)

10_Working with Sales & Trading (Chapters 90–93).pdf

10_ADV_Working with Sales & Trading (Chapters 90–93).pdf

90. What Traders Actually Want From a Quant.m4a

91. Pricing Under Time Pressure.m4a

92. Explaining a Model to a Trader.m4a

93. Trade Idea → Priceable Structure (and When to Say No).m4a

10_Working_with_Sales_&_Trading (90-93).mp4

Module 11 — Model Risk & Regulation (Chapters 94–97)

11_Model Risk & Regulation (Chapters 94–97).pdf

11_ADV_Model Risk & Regulation (Chapters 94–97).pdf

94. What Model Risk Is and Why Banks Care.m4a

95. Validating, Benchmarking & Reconciling a Model.m4a

96. Documentation That Survives Audit.m4a

97. Limits, Controls, Governance & a Tour of Regulation.m4a

11_Model_Risk_&_Regulation (94-97).mp4

Module 12 — Capstone Desk Projects (Chapters 98–100)

12_Capstone Desk Projects (Chapters 98–100).pdf

12_ADV_Capstone Desk Projects (Chapters 98–100).pdf

98. Capstone Setup + Integrating Projects 1–3.m4a

99. Project 4 Build Trader Risk Dashboard (Streamlit).m4a

100. Defending Your Work A Desk & Model-Risk Review.m4a

12_Capstone_Desk_Projects (98-100).mp4

Projects/Labs

Every chapter is a hands-on lab feeding a real project:

Component 0 — the Forward Curve 101→401 LEVELS

Project 1 — Gas Swing Engine

Project 2 — Power Spread Risk

Project 3 — Storage Valuation

Project 4 — Trader Risk Dashboard

FOQ-Platform-Learner.zip

FOQ_Getting_Started.pdf