SLS Resources
Deep dives on electricity market structure, forecasting, and bid optimization.
June 29, 2026
A working reference on ERCOT market mechanics for storage: the two-market structure post-RTC+B, the decision timeline from the 10 AM day-ahead close through five-minute dispatch, the two-settlement netting rule, why awards are honored financially but never physically, and the four ways a battery ends up short into a spike.
June 15, 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 27, 2026
A technical reference on the control layer of storage bidding: why the marginal value of stored energy is the central object, how a dynamic program over price scenarios computes it, how the offer curve falls out as the derivative of a value function, and how ancillary offers, degradation, and committed positions all price off the same surface.
April 20, 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.
April 13, 2026
A technical reference on probabilistic price forecasting for storage: why one model cannot fit both the normal regime and the spike regime, how a hurdle decomposition with an extreme-value tail handles both, why dependence across hours matters as much as the marginals, and the calibration diagnostics that translate directly into revenue.
February 16, 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 8, 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 15, 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 7, 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.
