Natural Gas pricing Model

Built a natural gas contract pricing model in Python for the JPMorgan Chase Quantitative Research Virtual Experience (Task 2).

The model calculates the fair value of a storage contract where a client buys gas cheaply in summer, stores it, and sells it at a premium in winter. It accounts for every cash flow — purchase cost, sale revenue, monthly storage fees, and per-MMBtu injection/withdrawal costs.

The most challenging part was figuring out how to calculate storage duration in months from two datetime objects, and making sure the for loops were subtracting vs adding the right cash flows at the right time.

Proud that I built this line by line with a real understanding of what each piece does rather than just copying code.

To test it: download the executable from the release, make sure Nat_Gas.csv is in the same folder, and run it. You'll see two contract valuations printed — one summer-to-winter trade worth $2,073,333 and one fall-to-winter trade worth $3,481,600.