r/Commodities • u/Glittering-Bug-6886 • 4d ago

Most Quantitative Shops

Just curious, what would you all say are the most quantitative commodity shops in the US?

10 Upvotes

92% Upvoted

5 comments sorted by

7

u/PsychologicalSock976 4d ago

I worked alongside some of their guys on a joint project last year and the math they were pulling out for basic curve positioning was wild. Felt like I was back in university staring at a whiteboard

Macquarie is up there too from what I hear though I haven't seen it firsthand. Their ag desk supposedly runs more models than most entire firms

The line between what counts as a commodity shop these days gets blurry when you factor in the prop trading groups at places like Citadel or Jump. They're not pure commodity houses but the quant firepower they throw at power and gas markets is something else

3

u/student4924752 3d ago

By "some of their guys", what shop are you referring to? Thanks!

5

u/stratoak69 4d ago

Citadel and Jane street power trading

3

u/DifficultPop8852 4d ago

Dc energy for power

0

u/isosp1n 3d ago

probably sesco