We build systematic trading platforms for U.S. power markets using a first-principles approach. From market structure and congestion mechanics to price formation, we translate complexity into scalable, automated, and capital-efficient trading and risk systems.

Our expertise spans congestion forecasting, quantitative modeling, and programmatic execution across all ISOs—covering Virtuals, Blocks, FTR/CRR optimization, structured products, asset deployment, and load portfolio hedging.

By combining rigorous fundamental decomposition with statistical modeling and disciplined automation, we deliver durable, repeatable alpha—engineered, not improvised.