Next-generation trading & bidding co-optimization solutions for electricity assets. Maximize net trading profit across DAM and real-time RTD energy, reserve and balancing markets. Integrated AI price forecasting services. Automated bid management, API export and submission to ISOs/RTOs, or electricity markets. Risk & Performance Analytics.
Our Solutions Significantly Increase the Profit of Battery Storage, Thermal & Hydro Power Plants via Co-optimization of Trading & Bidding in Energy and Multiple Reserve Markets
Solution: AI Price Forecasting. Trading Co-optimization. Trading Automation.
Coverage: US ISOs & RTOs, European and world electricity markets & exchanges.
Energy & Reserves Price Forecasting
Our AI service forecasts energy & reserve prices, with high to low confidence levels, for real-time intraday and DAM markets, at 5-60 min resolutions & integrates these seamlessly as inputs of trading optimization.
Electricity Trading Optimization
Maximize trading profit with co-optimization algorithms across (5 – 60 min) RTD and DAM markets & products: nodal energy and reserves, e.g., RegUp/Down, spinning, aFRR & mFRR Up/Down.
Trading Automation
- Bid mgmt web dashboard with API export to external trading systems.
- Automated bid submission to ISOs/RTOs, or electricity markets & exchanges.
- Real-time data mgmt, monitoring.
Explore Our Generation, Trading & Bidding Optimization Solutions for Power Assets
Battery Storage Trading & Bidding Optimization
Maximize a battery storage (BESS) profit by co-optimizing trading, charging, discharging and bidding, jointly in energy and reserve markets, e.g., Reg Up/D, aFFRR Up/D. Stochastic co-optimization maximizes profit while minimizing risk (VaR, CVaR), under probabilistic price forecasts. BESS constraints, e.g., rates,SOC are met.
Thermal Power Plant Generation & Bidding Optimization
Maximize gas (CC / SC turbine, Co-gen), coal and oil plants trading profit by co-optimizing generation & bidding in energy and reserve (Reg Up/D, aFFRR Up/D) markets. Stochastic co-optimization maximizes profit while minimizing risk (VaR, CVaR), under probabilistic price forecasts. Modeling of fuel cost, ramp, heat rate & contractual obligations.
LSE Energy Sourcing Portfolio Trading Optimization
Minimize the total energy sourcing cost of load serving entities or energy retailer provides in intraday and DA energy trading, by optimizing the scheduling of callable physical and financial bilateral contracts vs buy-sell in electricity bilateral markets, or exchanges or RTO / ISOs. Contractual rates and dispatch (max, min or TOU) constraints are met.
Hydro Assets Bidding Optimization
For hydro and pumped storage assets, co-optimization of trading decisions to release water and generate, or pump to store, across day-ahead and intraday energy vs participation in reserve markets, maximize profit while minimizing CVaR risk. Hydro constraints, schedules, and contractual obligations are met.
Short-term Algo-trading Service Virtual trading. European markets.
Our quants team combines our advanced optimization platform with deep numerical expertise to rapidly configure and deploy custom trading models that maximize short-term electricity trading profits. Exploit arbitrage opportunities in spot & DA markets.
Thermal Generation Dispatch Optimization & Unit Commitment
In bilateral energy markets, this solution minimizes the generation cost of thermal assets by optimizing dispatch, performing unit commitments, while fulfilling demand or contractual obligations and operational constraints.