If you are a Risk.net subscriber you are entitled to 20% off your Risk books purchases. Please email [email protected] for more information.
As part of your Risk.net subscription you are entitled to 20% off all of your Risk Books purchases. If you would like to place an order please email [email protected]
Systematic Trading in Energy Markets
Discipline: Energy & Commodities, Investing, Quantitative Analysis
First published:
The growth in Renewables is altering the world energy landscape. The switch from traditional fuels has created many dislocations in the energy markets which can be monetised through simple arbitrage. Systematising models that capture this arbitrage can be very profitable.
Systematic Trading in Energy Markets, written by energy trading experts Joaquin Narro and Monica Caamano, shows the reader how to optimise returns through systematic trading.
Using quantitative techniques the authors explain how to make investment and trading decisions in a methodical way, helping to define trade goals, risk controls and rules. The reader will gain a greater understanding of the machinations of the energy markets and how this affects prices. This understanding will facilitate building new models or improving existing ones.
