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Energy flows | Matter cycles | Information grows
OUR MISSION
To deliver best performance in the short term energy market
OUR VISION
Our long-term goal at Entropios is to advance and democratize knowledge of the energy market. Understanding how energy flows inside the human body can help achieve a healthier life. Similarly understanding how energy flows on the planet can help us all achieve a more sustainable future.
BACKGROUND
The electricity system could arguably be considered as the most complex human-made machine providing energy-on-demand to most places on the planet. However the system has become so complex that nobody can claim to fully understand its mechanics and this has led to recurrent poor decisions and financial crisis.
CHALLENGES
The European energy market suffers from multiple inefficiencies due to a legacy of arbitrary conventions specific to each country and a complex set of rules for interactions between each member state. Information is scattered around many actors and requires fairly complex mathematical models to extract knowledge from it.
OUR MARKETS
European power, gas and emission markets
ELECTRICITY MARKET
Electricity is the most volatile commodity with strong seasonality and geographic dependency.
We plan to cover power markets across Europe for the weather sensitive period starting from one month before delivery until spot auction, intraday and imbalance market.
GAS AND EMISSION MARKET
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Gas and electricity are strongly correlated and display a similar sensitivity to weather pattern.
Meanwhile CO2 market has grown to become a key component of the European energy market. It is therefore primordial to monitor and understand its specific dynamics.
OUR EXPERTISE
Quantitative solutions for the energy market
QUANTITATIVE TRADING STRATEGIES
At Entropios we develop quantitative trading strategies to capture market inefficiencies in the short to medium term European energy markets. We employ a unique combination of
Fundamental stack models of supply and demand across Europe
Optimization algorithms for best allocation of resources
Machine learning tools for consolidation
PORTFOLIO MANAGEMENT
The consensus for decreasing CO2 emissions and accelerating the green transition is forcing market participants to rethink and reshape their business model. Only companies with the right dynamic hedging strategies will survive in this competitive and volatile environment.
At Entropios we balance renewable and consumption portfolio with optimal dispatch decision.
ASSET OPTIMISATION
The continuous rise of renewable energy is creating more challenges and opportunities for flexible assets owners.
We use stochastic calculus, Monte Carlo simulations and operations research to optimize cross-commodities assets including:
battery
hydro power plant
cross-border capacity auction
gas storage
