CropProphet Modeler
Systematic Grain Traders use CropProphet Modeler’s 40+ years of grain yield forecasts and weather data to optimize and backtest profitable, quantitative grain trading strategies.
Find alpha with systematic grain trading strategies using a consistent history
Quantify model risk in systematic grain trading strategies using historical yield forecasts
Save time by integrating fundamental crop data into systematic research processes
- We have been modeling grain yields since 2009. Leave the modeling to us so you can save time focusing on building profitable grain trading strategies.
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Use historical grain yield forecast models to research and compare systematic grain strategies without assembling your own crop data stack.
- Streamline model testing using historical data with a common structure.
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Use the cross-validated forecast histories, built through a leave-one-out process, to obtain a more realistic view of forecast skill and the risks of using crop-based signals in production trading systems.
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Compare expanding (out-of-sample) and cross-validated performance to see how strategies would have behaved as new seasons arrived, helping to distinguish durable edges from overfitting.
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Point-in-Time forecasts available from 2014 enabling you to compare methodologies.
- Save time using our “one stop shop” for grain weather information including historical and real-time yield forecasts, USDA, international agency crop data, weather data, and market critical weather forecasts.
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Simplify data ingestion using consistent identifiers and file formats for yield, crop, and weather data enabling scalable code that can be reused across markets rather than rewritten for each region.
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Connect these feeds to your existing research environment and backtest framework, reducing time spent on data cleaning and allowing more time to iterate on trading rules and portfolio design.
Yield & Production Models
Global Weather Data
Weather Variables
Weather Models
Real-time
Point-in-Time
Expanding
Cross-Validated
In-Sample
See more information on the different type of models here.
United States
Brazil
Argentina
Europe
Canada
Australia
Ukraine
Russia
Maximum Temperature
Minimum Temperature
Average Temperature
GDDs
Solar Radiation
Precipitation
Precipitation Anomaly
Relative Humidity
Soil Moisture
NDVI
VHI
AIFS-ENS
ECMWF
ECMWF-EXT
GEFS
GFS
Weather-Driven Yield and Production Forecasts
CropProphet Modeler provides daily yield and production data and forecasts for the US, Argentina, and Brazil so systematic grain traders can track weather-driven risk
United States
Corn
Soybeans
Spring Wheat
Winter Wheat
Brazil
1st Season Corn
2nd Season Corn
Soybeans
Argentina
Corn
Soybeans
CropProphet Products
Discretionary Traders Use:
CropProphet Enterprise
Forecast system combining weather and crop data to quantify yield and production risk.
Systematic Traders Use:
CropProphet Modeler
Tools for weather-based crop yield and production models.
Commodity Data Scientists & Analysts Use:
Point-in-Time Weather Forecast API
Access to a historical weather forecast archive and observational data supporting quantitative research.