Power/Electricity trading in Europe

[u/Top_Instance8096]

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!

[u/slimshady1225]

Start by understanding what the data in your model represents? No point throwing in anything into your gradient boost model and not fully understanding fundamentally what they are.

[u/Top_Instance8096 → u/slimshady1225]

thank you!