The challenge in accessing real-time pricing

At a recent roundtable styled webinar, Neil Crosby was joined by Victor Laurent (Global Head of E&C Data Products), Stephanie Beige-Trabia (Chief Strategy Officer), and Moody Sultan (Product Manager – Data, Analytics & Intelligence) to unpack the realities of oil market data.

They didn’t hold back: the cost of clean, reliable real-time data, the barriers to sourcing it, and the relentless pressure to maintain quality. From Sparta’s own advanced data-cleaning algorithms to lessons learned during Trump-era tariff chaos, one theme was clear – commodities markets are still playing catch-up to other industries when it comes to digitization.

The takeaway? Winning the edge in today’s markets means blending automation with human judgment — and building datasets traders can actually trust.

Key Takeaways:

  • See how Sparta’s algorithms hunt outliers and ride market regime shifts to deliver trader-ready insights.
  • Crack the code on the top three roadblocks to pristine, real-time oil data and how pros are smashing through.
  • Why’s commodities are playing catch-up to the financial markets? Unpack the push for digital domination.
  • Can data cleaning go full auto, or will humans always hold the reins? Get the inside scoop.
  • Volatility’s exposing broker data gaps – find out what it means for OTC trading’s future.

Speakers

Moody Sultan
Commodity Owner
Sparta Commodities
Neil Crosby
AVP Oil Analytics
Sparta Commodities
Stephanie Trabia
Chief Strategy Officer
Sparta Commodities
Victor Laurent
Head of Energy & Commodities Data Products
Parameta Solutions

Trump’s Energy Policies and the Green Transition

Donald Trump’s election victory signals major shifts in U.S. energy and climate policies. He plans to prioritise oil and gas production, roll back renewable energy incentives, pull out of the Paris Climate Agreement and expedite drilling and energy infrastructure projects. These efforts were designed to stimulate the U.S. fossil fuel industry to “drill baby, drill.” Trump’s first few weeks in office suggest he is working quickly to undo the Democrats’ work toward cleaner energy.

In the short term, these orders may slow investment in renewables while boosting fossil fuel projects. In the long term, they could weaken federal support for clean energy, though state-level policies and market forces may counterbalance this. Overall the outlook is uncertain. The reality on the ground could be a disappointment for Trump, who is betting that a big jump in oil supply can beat back US inflation by making goods and fuel cheaper. Some also suggest fears about the adverse impact the Trump administration will have on the renewable energy sector may be overstated.

The Financial Times in partnership with Parameta brought together insights from global leaders, spanning the supply and market side in addition to policy makers and market intelligence experts to explore the data behind the shift and what US policy really means for renewables and commodities.

Speakers

Ambassador Geoffrey Pyatt
Distinguished Fellow
Atlantic Council Global Energy Center
Gracelin Baskaran
Founding Director, Critical Minerals Security Program
Center for Strategic and International Studies
Tom Wilson
Senior Energy Correspondent
Financial Times
Trabue Bland
Senior Vice President, Futures Exchanges
Intercontinental Exchange
Victor Laurent
Head of Energy & Commodities Data Products
Parameta Solutions

Mastering risk and data insights for profitable trading

Volatility in financial markets is often seen as a risk but, with the right data and insights, it can become a valuable source of opportunity. Access to comprehensive, transparent and timely OTC market data allows market participants to better understand and navigate volatility across a wide range of instruments and asset classes.

By leveraging deep liquidity and pricing information, traders, portfolio managers and risk teams can interpret volatility signals, refine trading and hedging strategies, and strengthen risk management practices.

Data-driven insights enable firms to meet regulatory requirements while unlocking alpha generation and enhancing decision-making in dynamic market environments.

Watch this webinar to explore:

  • Foreign exchange opportunities: how savvy traders can harness comprehensive FX market data to uncover hidden currency trends and maximise their profits
  • Interest rate market dynamics: innovative strategies traders can employ to turn real-time interest rate fluctuations into lucrative opportunities
  • Integrated risk management: how firms can craft a cutting-edge approach.
  • The potential of AI: how firms are using AI and machine learning to uncover new dimensions in data insight.

This webinar is essential viewing for front-office traders, portfolio managers, and risk professionals who need to balance performance with resilience in today’s volatile markets.

Speakers

Brad Jones
Senior Product Manager – Trading Analytics
Parameta Solutions
Phil Harding
Global Head of Commercial Content
Risk.net
Sagar Sambrani
Executive director, G10 FX options trading
Nomura
Torsten Schoeneborn
Global Co-Head of G10 FX Trading
Barclays

Managing Rate Volatility in Shifting Markets

Interest rate volatility remains a defining feature of global markets, even as central banks slow or pause their tightening cycles. In the US, markets are pricing in potential rate cuts, but resilient inflation and strong labour data continue to muddy the Fed’s messaging. Across Europe, diverging growth signals and fiscal risks are adding complexity to ECB and BoE decisions, while in APAC, countries like Japan and Australia are managing policy normalisation at vastly different speeds. These shifting expectations are fuelling volatility across the yield curve, inflation-linked products, and swaps markets, keeping rate risk firmly on the radar for global investors.

This Financial Times webinar, part of an ongoing series on volatility in partnership with Parameta Solutions, explores how both buy-side and sell-side firms are adapting trading strategies to capture opportunity and manage risk in this environment. With a focus on the practical tools, data products, and structured solutions used to navigate volatility, our speakers offered insights into real-time positioning across asset classes. Whether you’re on the trading desk or supporting post-trade, data, or risk operations, this session offers actionable insights into how interest rate volatility is being traded, measured, and managed across today’s fragmented global landscape.

Speakers

Anand Venkataraman
Head of Benchmark and Indices Product Management
Parameta Solutions
Elizabeth Burton
Managing Director and Client Investment Strategist
Goldman Sachs Asset Management
Ian Smith
Senior Markets Correspondent
Financial Times
Kate Moore
Chief Investment Officer
Citi Wealth
Sandra Horsfield
Economist
Investec

The Financialization of Guarantees of Origin

As Guarantees of Origin evolve from simple tracking certificates into financial instruments, the demand for transparent, reliable pricing has never been greater.

In this webinar, David Elward and Sara Cheraga (General Index) were joined by Victor Laurent (Parameta Solutions) to discuss the evolving market for Guarantees of Origin (GOs), explore the latest insights and pricing methodologies, and gain market perspectives from leading experts.

Touch points included:

  • Understanding the role of GOs in energy markets
  • Price formation & market drivers
  • Independent assessment methodologies
  • Regional & technology-based differentials
  • Data challenges and market transparency- Leveraging GO benchmarks for corporate strategy

Speakers

David Elward
Pricing Director
General Index
Sara Cheraga
Energy Markets Pricing Analyst
General Index
Victor Laurent
Head of Energy & Commodities Data Products
Parameta Solutions

Turning volatility into opportunity

Volatility in financial markets is often seen as a risk, but with the right data and insights, it can become a valuable source of opportunity. Access to comprehensive, transparent, and timely market data allows market participants to better understand and navigate volatility across a wide range of instruments and asset classes. By leveraging deep liquidity and pricing information, traders, portfolio managers, and risk teams can interpret volatility signals, refine trading and hedging strategies, and strengthen risk management practices. Data-driven insights enable firms to meet regulatory requirements while unlocking alpha generation and enhancing decision-making in dynamic market environments.

 

Watch this webinar to explore

  • Interest Rate Market Dynamics: What innovative strategies can traders employ to turn real-time interest rate fluctuations into lucrative opportunities?
  • Foreign Exchange (FX) Opportunities: How can savvy traders harness comprehensive FX market data to uncover hidden currency trends and maximize their profits?
  • Energy Market Insights: In what exciting ways can detailed insights into crude oil price movements empower firms to stay ahead of market volatility?
  • Integrated Risk Management: How can firms craft a cutting-edge approach to risk management by seamlessly integrating insights from the interest rate, FX, and energy markets?

Speakers

Chris Davis
Asia Editor
Risk.net
Rhys Spencer
Head of Sales, APAC
Parameta Solutions
Sam Ahmed
Managing Director, APAC
Swarm AI
Wee Khoon Chong
Director, APAC Macro Strategist
BNY HK