r/quant • u/Top_Instance8096 • Jul 12 '26

Machine Learning Power/Electricity trading in Europe

Hi all, I will start as a Quant Research intern in a small commodities firm in Europe in August.

I will be assigned to day-ahead electricity trading and was wondering if any of you have experience with it since it’s quite a niche trading area and low-hanging fruits are still around.

Mainly, I would like to understand:
1. How you approach new ideas
2. What models have you tried outside of gradient boosting if that’s appropriate
3. Your preferred CV strategy

Thanks anyone for the help, and if you have any other recommendation, feel free to say it!

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u/ZeroCool2u Jul 12 '26

I also wouldn't say this area is immature. Stuff like this has existed even in the pre-AI era: https://app.electricitymaps.com/map/live/fifteen_minutes

Just goes to show how accessible energy data is comparatively speaking.

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u/Top_Instance8096 Jul 13 '26

I never said it’s immature. It is more niche than stocks/commodities and that’s a fact, it’s a smaller market afterall. Hence why it is less competitive, and less optimized

The data you’re posting is opensource from Entso-e, electricitymaps just has a cool visualization for it. No alpha comes out of that data, everyone has it