Engineering Alpha
Algorithmic engineering, operations research, and generative machine learning across North American and European power markets.
Built on mathematical rigor, state-of-the-art LLM architectures, and relentless empirical validation.
What We Do
Algorithmic Engineering
Fully automated trading systems across multiple power market venues. Order routing, position management, and real-time risk controls.
Fully automated algo structuring and assistance in automating trading systems
Operations Research
Complex energy scheduling, storage dispatch, and cross-market arbitrage formulated as mathematical programs.
Mathematical optimization for energy scheduling and cross-market arbitrage
Backtesting & Alpha Search
Walk-forward backtesting with transaction costs, slippage estimation, and regime-aware validation.
Rigorous statistical validation with out-of-sample testing and signal decay analysis
Generative Machine Learning
State-of-the-art LLMs fine-tuned for energy markets. Transformer architectures, QLoRA, RAG pipelines.
Custom LLM fine-tuning and RAG pipelines for energy market intelligence
Markets We Analyze
Where volatility, structural complexity, and data richness create opportunities for systematic strategies.
ERCOT
Deregulated nodal market with high renewable penetration, volatile real-time pricing across 4,000+ nodes.
4,000+ pricing nodes
ACTIVEEPEX SPOT
Coupled day-ahead auctions and continuous intraday trading across multiple European bidding zones.
Active systematic coverage
ACTIVENord Pool
Deep liquidity Scandinavian and Baltic power with mature renewable integration.
Active systematic coverage
ACTIVEBalancing & Hedging
Cross-market balancing optimization and long-term hedging through exchange-traded futures and bilateral PPAs.
Research phase analysis
RESEARCHResearch Pipeline
Every strategy begins as a research hypothesis and survives only through rigorous empirical validation.
Transformer-Based Probabilistic Forecasting for Intraday Power Markets
Optimal Battery Dispatch via Stochastic Dynamic Programming
CRR Valuation and Basis Risk Decomposition in ERCOT
Fine-Tuning LLMs for Structured Energy Market Intelligence
Walk-Forward Validation for Non-Stationary Energy Prices
Built for Performance
Production-grade infrastructure engineered for low-latency execution and massive-scale computation.
Innovation Through Mathematical Rigor
Markets reward conviction born from evidence — every model survives a gauntlet of statistical testing.
The energy transition is creating unprecedented market complexity — variable renewable generation, evolving grid topologies, and cross-border coupling mechanisms demand analytical tools as sophisticated as the markets themselves. We combine classical operations research with modern deep learning. When a model makes a prediction, we understand why.
Empiricism Over Narrative
We trust data, not stories. Every hypothesis is tested against out-of-sample data with proper statistical controls for multiple comparisons.
Intellectual Honesty
We actively seek to disprove our own models. Confirmation bias is the enemy of alpha. If it doesn't survive the gauntlet, it doesn't trade.
Engineering Excellence
Research without robust implementation is academic. We build production systems that operate at the speed and reliability our strategies demand.
Continuous Adaptation
Markets evolve. Our models must too. Adaptive systems with automated retraining and regime detection keep our edge current.
Serious Inquiries Only
We partner with energy trading firms, utilities, and institutional investors who share our commitment to quantitative excellence.
If you're looking for systematic edge in power markets, we should talk.