Dedicated Quant Team for US Power Markets
Our quantitative analysts build the models that give our clients the analytical edge in US wholesale electricity markets.
What Our Quant Team Does
US wholesale power markets are among the most quantitatively complex financial markets in the world. LMP pricing, nodal congestion, ancillary co-optimisation, and weather-driven demand create an environment where analytical capability is a direct competitive advantage.
Our quant team is embedded with our trading desk — working as an integrated part of the operation, not a separate research function. Models go from development to live deployment in days, not months.
Quant Capabilities
LMP & Basis Forecasting
Proprietary models for Locational Marginal Price prediction across all major nodes and hubs in all 7 US RTOs.
Load & Generation Analytics
Demand forecasting, renewable generation modelling, and dispatch analysis to inform trading positions.
Algorithmic Trading Models
Systematic strategies for DA and RT markets, including spread trading, arbitrage, and mean-reversion.
Risk & P&L Analytics
MTM valuation, VaR calculations, position reporting, and real-time P&L attribution for power trading books.
Congestion Analytics
FTR/CRR valuation, congestion pattern analysis, and transmission constraint modelling for nodal arbitrage.
Ancillary Optimisation
Quantitative frameworks for frequency regulation, spinning reserve, and capacity market participation.
Renewable Asset Analytics
Wind and solar generation forecasting, storage dispatch optimisation, and co-optimisation models.
Custom Research
Bespoke quantitative research projects, backtesting frameworks, and model validation for trading desks.
Get Started
Ready to Access US Power Markets with Expert Quant Support?
Our trading desk and quant team respond to all enquiries within one business day.