Fun Side Project(s)
Financial Time Series: Real-Time vs Day-Ahead Electricity Price
This project focused on creating a research-grade workbench for back-testing virtual trading strategies for the Texas Wholesale Electricity Market (ERCOT) real-time vs day-ahead prices (DART). There is an accompanying LinkedIn article about my learnings from that project: https://www.linkedin.com/pulse/forecasting-future-lessons-from-modeling-ercot-dart-kamil-grajski-pzkwe?utm_source=share&utm_medium=guest_desktop&utm_campaign=copy