Methods, systems, and apparatus, including computer programs encoded on computer storage media, for processing confidential data and confidential programs while providing mutual security to the data and programs. A method includes receiving, from a first system, customer energy data, including data representing energy consumption by a customer; receiving, from a second system, program data representing one or more programs for processing the customer energy data; executing the programs with the customer energy data as input to produce output that includes estimated energy consumption data, while providing security for the program data from access by the first system and any third party and while providing security for the customer energy data and the estimated energy consumption data from access by the second system and any third party; and providing the estimated energy consumption data as output (i) to the first system or (ii) to the customer or (iii) both.