Capacity auction MISO/PJM
CapacityBoth
PJM/MISO/NYISO capacity auction positions
Source: quantpedia.com
Coal-power dark spread
Dark SpreadBoth
Trade margin between coal input and power output
Source: quantpedia.com
Cooling demand spike trade
Heat WaveLong
Long peak power before forecasted heat waves
Source: quantpedia.com
Day-ahead vs real-time spread
Day-AheadBoth
Trade day-ahead clearing vs real-time hourly prices
Source: quantpedia.com
Locational marginal price arb
LMPBoth
Trade LMP differences between hubs (basis trades)
Source: quantpedia.com
Natgas-power spark spread
Spark SpreadBoth
Trade margin between natgas input and power output
Source: quantpedia.com
Peak/off-peak block trade
Day-AheadBoth
Trade peak vs off-peak hour blocks
Source: quantpedia.com
Renewable Energy Certificate trade
RECsBoth
REC arb across state RPS markets
Source: quantpedia.com
Virtual Power Plant aggregation
VPPIncome
Aggregate distributed batteries/EVs to sell into capacity markets
Source: quantpedia.com
Wind/solar curtailment trade
RenewableBoth
Negative price periods during high renewable output
Source: quantpedia.com
An encyclopedia of publicly documented strategies for education. YCAI does not recommend, endorse, or trade any of these. Not investment advice.