• power

    Trading and Generation Performance Analysis

    Real-time Power Generation P&L
    Post-trading Performance Analysis, Electricity and Fuel
    Real-time Nodal P&L and Position Reporting
    Actual and Optimal Trading Performance Analysis
    Real-time Business Intelligence

Real-time and post-trading performance analysis comparing actual, optimal and any what-if scenarios

QuantRisk optimization automatically runs 24/7. It is followed by real-time or day-ahead (sub)-hourly position and detailed valuation of nodal P&L, buy-sell, fuel and other costs for each generation or dispatch node.

P&L valuation from a performance analysis perspective, benchmarking actual against optimal scenarios, with the difference representing expected gains/losses. Results are displayed in live web-panels.

Performance analysis going forward to guide trading (generation, bidding, dispatch) decisions in real-time or DA. Performance analysis post-trading for management to refine strategies and monitor trading performance.

Electricity market is a zero-sum game with constraints and flexibilities. Arbitrage opportunities resulting from changes in the spot market can be captured via optimization. Running post-trading backtesting optimization measures the performance of actual trading versus the best possible optimal strategy that was also available but missed by the traders. The difference between actual and hypothetical optimal measures trading opportunity costs, or potential extra profits that could have been achieved and were lost.

BASEL, regulatory risk, Value at risk, MTM, Monte Carlo simulation, sensitivity analysis, stress-testing

Intraday Performance and Risk Management

As trading occurs, QR Optimization runs automatically every period to project optimal generation, bidding and dispatch scenarios, based on forecasted load and nodal prices. These are followed by QR Real-time Performance Analysis™ for every period, going days forward: (sub)-hourly position and detailed nodal P&L, generation and ISO buy-sell, fuel and other costs.

Real-time performance analysis execution is in seconds, allowing ample time for optimal decision making to generate and bid assets to ISOs, or dispatch across procurement portfolios.

Benefits of this solution:

  • In one glance, traders can compare the P&L of optimal and other alternative dispatch or generation and bidding scenarios before making their trading decisions. This is real-time trading support and business intelligence.

  • Trading heads are provided with real-time visibility into trading performance and cash flow risk management. The difference between optimal and actual measures trading cash flow at risk.

  • Set the optimal strategies (generation, bidding, and dispatch) and P&L as the ultimate target. Then fine-tune actual real-time and day-ahead trading strategies to narrow the difference.

  • Traders can make sure to stay within set loss tolerance and cash flow at risk ratios.

  • Perfect solution to manage cash flow at risk in real-time. By following the optimal solution, traders can take guessing games and cash flow at risk out of trading decision making.

Next Generation Dual Cloud On-site Platform

  • Leverage next generation dual-use cloud on-site architecture. QR Cloud is a live 24/7 supercomputing platform with a vast array of ready-to-use models and templates. You can select, download and customize any configuration from QR Cloud in your own instance, whether on-site or on QR Cloud.

  • QR System is a single universal software for all on-site and QR Cloud instances, and is upgraded quarterly free of charge. Actual clients’ implementation are configured in a database, which is portable from QR Cloud to on-site.

  • QR Cloud is ideal for medium size players. No software installation, IT infrastructure, resources or efforts required. All you need is a browser.

  • Private Cloud or on-site are for entities wishing to control data and processes.

New Commercial Paradigm

  • Whether on the cloud or on-site, no permanent license and hefty initial license fee. Just pay 1 single yearly subscription fee for license, cloud supercomputing, maintenance and on-going upgrades.

  • Start with an actual Trial to test our platform and the quality of our expert team. Continue if satisfied. Cancel if the Trial fails to meet your expectations. 

  • Ready for use out-of-the-box, no custom development or coding.

  • Cost-effective speedy implementation via intuitive configuration. Select, download and customize any configuration from QR Cloud in your own instance, whether on-site or on QR Cloud. Save years and millions.

What people say about us?

Need more information?

Our expert team are here to help with any questions you have regarding QR Cloud Services™. Call or email today.

Request Demo