finally able implement new factors power know project x time would like give load work involved last months cleaning things overall var reduced included highlights changed correlation measure fixed contract instead using prompt price history extended factors past prompt month 24 months power previously prompt month repeating last 12 months seasonality 120 months scaled ff vol updated jumps 1998 impacts intra month books introduced regionally correlated jumps mapped f curves appropriate r b curves captured gas leg spread option captured gas leg heat rate swaps corrected incorrect curve codes data input relating risk type sept 24 trader old var new var dana davis 2 9 1 8 east var 15 3 13 2 west var 14 10 4 canada 14 3 11 4 power total 35 30 8 additionally items list future include 1 smoothing ffvol curve 2 introducing factors model 40 improving correlations decreasing var instability aside looking trying introduce fast fourier transformation improve var modeling allowing us increase number accuracy simulations closing project could completed without help stephen stock team power traders tanya tamarchenko jaesoo lew stacey white casey evans naveen andrews michael presley donnie vinson appreciate patience realize long haul thanks frank