Energy markets don't just reward accuracy; they reward risk management.
Read how understanding the likelihood of extreme scenarios can mean the difference between managing risk intelligently and hedging blindly, or risking it all. This white paper explores how term traders can use data, not intuition, to fine-tune position aggressiveness and hedging strategies up to 7 months out.
How probabilistic forecasting reveals the true likelihood of extreme events
How to understand and evaluate probabilistic forecasts
Risk-weighted trading strategies for term traders and load risk managers
The future of term trading for utilities, financial traders, and gentailers
With the advent of probabilistic forecasting methods, traders can use data that's continuously calibrated to real-world actuals, not just historical analogues to quantify and hedge against “tail risk,” or exposure to extreme events. Learn how probability-weighted decision making minimizes “gut feeling” decisions and arbitrary buffers, enabling traders to construct portfolios that match their organization's unique risk/reward profile.
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