For traders, asset & portfolio managers, QR Trading Optimizer offers a suite of ready-for-use advanced trading optimization solutions tailored for intraday & day-ahead trading, long-term planning & asset valuation
Explore QR Trading Optimizer Solutions
Maximize the net profit from generation and bidding in a power market / ISO and the resulting expected clearing price and RTD, while fulfilling contractual obligations. Intraday and DA trading models.
Maximize the net profit from generation and buy-sell in intraday and DA bilateral spot markets while fulfilling contractual obligations, and operational constraints.
Maximize intraday & DA trading profit for BESS, hydro and pump-storage assets. Optimize the bidding strategies for buy-store vs power (or water) release decisions under all constraints of each asset.
Minimize the total energy sourcing cost of load serving entities in intraday and DA trading, by optimizing the scheduling of callable bilateral contracts vs buy-sell in a bilateral or power market / ISO spot market.
By relying on our vast optimization platform, our math PhD experts rapidly create custom trading algorithms to optimize the specific trading strategies of power traders, marketers and short-term exchange traders.
QR AI Trading Optimization Features
The solution computes intraday & day-ahead optimal bids & trading strategies in 5-60 mins resolution. Execution frequency with new optimal trading strategies for revised submission is every 10 mins, 24/7.
Next generation trading optimization algorithms that extract the fullest advantage from arbitrage and market opportunities arising from movements in the stack of bids and offers, and volatile electricity spot markets. Sizable increase in P&L and asset valuation.
No-coding optimization platform allowing users to drag, drop and combine, in a user-friendly web-dashboard, the elements needed to configure the relevant optimization algorithm, along with modeling any asset type, all needed input data, detailed cash flow mapping of cost and revenue, and complex operational and financial constraints.
Quickly, build, validate and deploy custom trading models for any portfolio of assets, and set them for automatic execution in record time.
To reduce project risk, you can start with a Proof of Concept (POC) or trial period. The fee is scaled to the implementation efforts needed by the POC. Contact us for more details.
The following chain is executed automatically 24/7 and each step triggers the next: data fetching and insertion from various sources (ISOs, RTOs, meter, SCADA, weather, etc.), training and execution of AI models, and publication of the forecast results via API.
Leverage our automated trading optimization platform & expert team. Our optimization team regularly fine-tunes and enhances your trading optimization models.
QR AI Trading Optimization Benefits
Two flexible delivery options:
- Trading Service where our expert team and platform do everything, and you receive, via API and electronic means, optimal bids & trading signals, every 10 minutes, 24/7.
- Software as a Service (SaaS) where we implement QR Optimizer AI platform on a private cloud of your choice, or on-site, and you control the data and the optimization models.
Cost-effective pricing. You pay one single yearly subscription license fee for QR AI Trading Optimization, whether used as a service or implemented on the cloud or on-site. The fee comprises the license, maintenance and upgrade releases. Your system is upgraded regularly so that you always have access to the latest release. Your trading optimization models are regularly visited by our optimization team and fine-tuned when needed.
P&L enhancement. QR AI Trading Optimization solutions considerably improve the trading P&L, or asset valuation. In no case will they cost anything. They can generate profits worth 10x their costs. Maximize profit from bidding, generation and sell in an ISO. Maximize profit from bidding into reserve markets versus sell in the spot market. Minimize the energy procurement cost of a sourcing portfolio. Optimize assets: battery and pump storage, outage & maintenance, planning, generation, etc.
In-house trading optimization models require extensive expert resources. Models are sensitive to myriads of constraints in assets & operations. QR Trading Optimizer was created as a universal optimization platform that could be configured for various operations. Our team of PhD & MSc experts in optimization, applied math and physics, and data science will closely work with you to customize and maintain the optimization model that suits your portfolio of assets.
To reduce project risk, you can start with a proof of concept (POC) or trial period. The fee is scaled to the implementation efforts needed by the POC. Contact us for more details.
QR Trading Optimization Methodology
QR Trading Optimizer is a suite of advanced optimization solutions offering vast configuration capabilities to model any type of power trading, asset, optimization objective and constraint.
Our proprietary optimization methods use genetic computing and pattern search, linear and nonlinear constraints modeling, level-dependent ramp and spot price, proprietary heuristics methods, and bid price selection methods dynamically adjusting the price of the bids across the gene pool to act as a price maker, a price taker or be neutral, across different periods of the day as price forecasts evolve, many parameters control the convergence and accuracy of the model to better manage resources.
We start with very accurate AI forecasts of load (demand, supply, etc.), system price, and the stack of bids & offers for the market in which we operate. This takes about 2 minutes for intraday or DA markets.
The above two steps take a few minutes for intraday or DA trading to produce bid or trading signals at 5-minute resolution for a portfolio of 10 assets.
The optimizer uses the above forecasts to compute the optimal trading strategies that maximize profit or minimize cost, depending on the problem at hand, along with the corresponding expected cleared RTD of the optimal strategy, and its P&L. Optimization is a forward-looking path dependent process starting from the very next trading period to the end.
Contact us today to start your Trading Optimization projects
Our algo-trading team stands ready to work with you.
All data is managed (fetched, inserted, validated, stored) by our modern data hub using Apache NIFI and Timescale DB.
All data is distributed via a flexible Spring Boot API microservice. This allows real-time data integration with reporting and your internal systems, e.g., trading optimization.
High-performance computing and microservice architectures achieve unparalleled scalable performance.
Technologies used in QR Trading Optimization Platform: Matlab, Python Django, SciPy, NumPy, Pandas, Keras, TensorFlow, Java Spring Boot, NGINX, Tomcat, PostgreSQL, Angular, Grafana, Dramatiq, Highcharts.