SLS Resources
Deep dives on electricity market structure, forecasting, and bid optimization.
June 30, 2026
A working reference on the day-ahead versus real-time price spread: how the two settlements interact, why the spread has near-zero mean but fat tails, what the duck curve and nodal congestion do to it, and the terms you need to reason about it.
June 16, 2026
A survey of four decades in which economists moved from critics of regulation to architects of institutions: peak-load pricing, spot pricing, and LMP; FERC orders from PURPA to 2222; the California and Texas crises; capacity markets and scarcity pricing; and the empirical verdict on restructuring.
April 21, 2026
A technical reference on the optimization formulations behind battery and renewable bidding: rolling-horizon LP/MILP, stochastic programming, MPC, CVaR, and robust methods, with the constraints and trade-offs that matter in practice.
February 17, 2026
A layer-by-layer reference architecture for electricity market bidding: bitemporal data, probabilistic forecasts, scenario reduction, rolling optimization, independent risk controls, and settlement-grade attribution.
December 9, 2025
Why locational prices split when transmission constraints bind, why congestion is the hardest component of a nodal price to forecast, and how classifiers, graph neural networks, and physics-informed hybrids attack the problem.
September 16, 2025
A technical reference on model families for electricity price and spread forecasting: regularized regression and tree ensembles as baselines, quantile and distributional models, deep learning, ensembling, feature families, and evaluation practice under low signal to noise.
July 8, 2025
How CAISO, ERCOT, ISO-NE, MISO, NYISO, PJM, and SPP share one market architecture, and where their designs diverge: a reference for ML and software engineers entering the power markets domain.
