Very cool!
This is also why we make the strong argument of why this method is useful mainly for backtesting new parametrizations or forecasts. Actually trading live below the second-mark, currently does not seem to be very…
Yes thank you, that would be at least slightly more refined than me just randomly writing companies which might be relevant! My email is dschaurecker(at)gmail.com, thanks again :)
Thank you all for the interest in our paper, it is cool to see that people are interested in the topic!
Our two follow-up papers are addressing exactly this (for Europe)! We are extending our high-frequency continuous intraday approach (CID) with a forecast-based day-ahead bidding stage, and subsequent CID forecast…
Most real-world optimizations for flexible storage assets currently work across multiple markets, sometimes also with more sophisticated boundary conditions. What we show is that high-frequency trading on the continuous…
Very cool!
This is also why we make the strong argument of why this method is useful mainly for backtesting new parametrizations or forecasts. Actually trading live below the second-mark, currently does not seem to be very…
Yes thank you, that would be at least slightly more refined than me just randomly writing companies which might be relevant! My email is dschaurecker(at)gmail.com, thanks again :)
Thank you all for the interest in our paper, it is cool to see that people are interested in the topic!
Our two follow-up papers are addressing exactly this (for Europe)! We are extending our high-frequency continuous intraday approach (CID) with a forecast-based day-ahead bidding stage, and subsequent CID forecast…
Most real-world optimizations for flexible storage assets currently work across multiple markets, sometimes also with more sophisticated boundary conditions. What we show is that high-frequency trading on the continuous…