Trading Electrons: Predicting DART Spread Spikes in ISO Electricity Markets

By Emma Hubert, Dimitrios Lolas, Ronnie Sircar

Published 2026-05-20

Everscope rating
1503.1
Relevance to quantitative trading
9 / 10
Implementation complexity
7 / 10
Reproducibility
4 / 5

About this paper

Methodology: Two-stage spike forecasting with structural price impact optimization. Problem types: Classification, Time Series Forecasting, Optimization, Portfolio Optimization, Algorithmic Execution, Risk Management, Anomaly Detection.

arXiv:2601.05085 ยท Paper rankings

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