Poovanna Machangada Sathish

I'm a business and data analyst in London. I build tools and models for energy and financial markets, and I test ideas against real data before I trust them.

The oil terminal's TANK screen: live tanker counts above a world map of crude lanes and chokepoints.

Oil terminal

A Bloomberg-style oil screen I built in Python
WTI minus Brent since 1987, with the 2011 to 2015 dislocation shaded.

Is the WTI–Brent spread tradeable?

Mean reversion and a trading rule, 1987 to 2026
Brent daily returns with a Value-at-Risk line and the days it was beaten.

How risky is a barrel of Brent?

Three Value-at-Risk models, backtested from 2008
Henry Hub volatility by calendar month, highest in January.

Henry Hub: where the seasonality is

Winter volatility, and a forecasting test
Scatter of Shiller CAPE against the next ten years of returns, with a falling fitted line.

CAPE and the next ten years

Shiller's data, 1881 to 2023
Bars showing returns by price band, falling for longer odds.

Betting markets as forecasts

Market efficiency tested on 700,000 football prices