Virtual Bidding Analytics

Capture DA/RT spreads before the market converges

ArcSpread is a proprietary analytics engine for energy traders. Ingest LMP data across six ISOs, predict spread opportunities, and generate trading strategies with quantitative precision.

PJM
+$12.47
Avg DA/RT spread
NYISO
+$8.93
Avg DA/RT spread
ISO-NE
-$3.21
Avg DA/RT spread
MISO
+$6.14
Avg DA/RT spread
SPP
+$4.82
Avg DA/RT spread
CAISO
-$1.56
Avg DA/RT spread

From raw LMPs to actionable positions

01
Ingest
Automated collection of DA and RT LMP data across all target ISOs. Hourly granularity, nodal resolution. Historical depth for backtesting.
02
Analyze
Identify spread patterns driven by congestion, weather, load forecast errors, and renewable intermittency. Surface the signals that matter.
03
Predict
ML models trained on historical spread behavior, weather forecasts, and grid conditions generate probability-weighted opportunity scores for each node and hour.
04
Execute
Generate INC/DEC bid strategies with built-in risk limits. Position sizing, drawdown controls, and portfolio-level VaR baked into every recommendation.

Six ISOs. Thousands of nodes.

PJM
Mid-Atlantic & Midwest
NYISO
New York
ISO-NE
New England
MISO
Central US
SPP
Southwest
CAISO
California

Built for serious traders

Data Pipeline
LMP ingestion at scale
Automated hourly collection of DA and RT prices across all target ISOs. Clean, normalize, and store with full historical depth for backtesting and model training.
Forecasting
Spread prediction models
Combine weather forecasts, load predictions, outage schedules, and renewable generation data to predict DA/RT divergence before the market prices it in.
Risk
Position-level risk controls
Real-time P&L tracking, position limits by node and ISO, drawdown alerts, and portfolio VaR calculations. No strategy ships without risk guardrails.
Strategy
Automated bid generation
Turn predictions into actionable INC/DEC strategies. Optimal bid curves, volume sizing, and multi-node portfolio construction designed for maximum Sharpe ratio.

Where alpha meets infrastructure

The edge in virtual bidding isn't just better models. It's faster data, cleaner signals, and the discipline to manage risk at every node, every hour, every day.