High-Risk Merchant Trading Model

The High-Risk Merchant Trading Model (All Markets, Perfect) represents a cross-market trading approach with high-risk, high-reward potential, prioritizing higher-price opportunities for maximum revenue potential.

Strategy Overview

• Market Participation:
  • Day-Ahead market participation
  • Intraday market participation (Hourly & Temporal Arbitrage)
  • aFRR Energy Revenues included

Key Features

• Takes full advantage of all available market opportunities
• Implements active trading across multiple timeframes and market segments
• Leverages temporal arbitrage opportunities to maximize profit potential
• Incorporates aFRR energy revenues as an additional value stream
• Assumes perfect or near-perfect market prediction capabilities
• Prioritizes maximum revenue potential over stability

Risk Assessment

• Risk Level: High Risk
• Strategy Type: Active Trading Strategy focused on Capturing Market Spreads
• Objective: Maximize returns by taking advantage of price volatility and market inefficiencies