Core logic
- Energy form → system → market: physics reshapes operations and market design
- Volatility as default: net-load troughs and peaks intensify
- Price tells the truth: signals guide actions and settlement
Decision-Native Energy Platform
Forecast, act, and reconcile for storage, VPP, and large-load portfolios.
From time-of-use to spot: a twin overhaul of system and markets
Variable renewables steepen and destabilise net load; operations shift from “generation follows load” to “co-optimised generation, grid, load and storage”. Pricing moves from administration to time-of-use plus spot clearing, making price the primary allocation language.
System operations
- Legacy: generation follows load (dispatchable thermal backstop)
- Now: coordinated generation-grid-load-storage (flex thermal / pumped hydro / interties / DR / storage)
Market design
- Past: planned / catalogue tariffs
- Transition: time-of-use pricing
- Present: spot market (day-ahead / intraday / real-time clearing → settlement)
Policy timeline
2022
Unified power market blueprint announced (three-in-one)
Source: “National Unified Power Market Framework” (2022)
2024.07
Spot market basic rules enforced
Source: “Spot Market Basic Rules (Trial)” (2024)
2025.01
Renewable wholesale tariff liberalisation (entry, pricing, spread settlement, green coupling)
Source: “Notice on Advancing Wholesale Tariff Liberalisation” (2025)
2025.06
Legacy-to-new transition window (“531”)
Source: “Guidance on Legacy/New Price Transition for Renewables” (2025)
H2 2025
Multiple provinces launch continuous settlement / full operations
Source: NEA & provincial spot bulletins (H2 2025)
Provincial cadence varies—strategies refresh with local rulebooks.See the timeline → Downloads
Renewables-ledSpot-at-scaleFlex-as-a-serviceVolatility & riskDigital intelligence
If you trade spot, you need foresight
Same signals, different actions and KPIs; quant-driven operations are the norm.
Sellers (generation / VPP)
Offer curves, dispatch, maintenance timing, flexibility coupling.
Wind/solarThermalHydro/pumpedCHPStorage investorsVPP aggregation
Buyers (C&I / campuses / data centres / electrolysers)
Procurement pacing, load shifting, demand-charges, hedging.
ManufacturingIndustrial parksData centresEV chargingElectrolysers/heat pumpsBuilding DR
Retail & aggregation (retailers / aggregators / quant desks)
Portfolio procurement & pricing, spot exposure hedging, algorithmic bidding.
RetailersEnergy service firmsQuant tradersContract & settlement ops
Regions & grids (distribution / congestion)
Congestion window forecasting, local actions, non-wire alternatives.
Prefecture utilitiesDistribution O&MRegional energy hubsLine/transformer management
Spread capture | zonal/nodal trading | hedging/arbitrage | portfolio curves & fulfilment bands — quant is the operating model, not an add-on.
Doing the right thing means nailing when, how much, how long
失败模式
- Mistimed: price windows vanish quickly
- Mis-sized: bid/offer bias strains P&L and compliance
- Mis-windowed: action window ≠ billing/fulfilment bands
- Mis-specified: caps/penalties/settlement not internalised
决策变量
- When: trigger to buy/sell/charge/discharge
- How much: power, bid volume, contract share
- How long: hold and release duration
关键约束
- Market: caps, deviation penalties, fulfilment bands, REC rules
- Billing: 15/30 min windows, max demand
- Asset: SOC/power/transformers/temperature
- System: outages, flows, congestion, constraint limits
量化/售电共性难题
- Forecast uncertainty not expressed in trading terms (lack of coverage and risk bands)
- Portfolio hedging is hard (VaR/CVaR entangled with client mix and horizons)
- Bidding/clearing/settlement disconnected (rules not embedded, bills break)
Solution spotlight
Our answer: LAPLACE Core™ + STEWARD™
Kongming™ and Lingshu™ on the intelligent hub form a predict–decide–execute–settle loop.
LAPLACE Core™ (Forecast Engine)
Core play- Scope: load/net load, renewable output, zonal/nodal prices, congestion/constraints.
- Multi-horizon: seconds → minutes → hours → day-ahead/real-time; quantiles/intervals/scenarios with Conformal coverage.
- Deliverables: point forecasts, intervals (P90/P95), scenario sets (risk bands).
STEWARD™ (Strategy Factory & Execution)
Core play- Buyer playbooks: procurement curves/top-ups, load shifting, hedging, billing-friendly peak shaving.
- Seller playbooks: bid/offer guidance, dispatch trajectories, flex coordination, fulfilment bands.
- Integration & constraints: market hub / EMS / AGC, embedded caps/deviation/billing/equipment/flows, exception rollbacks.
PredictabilityActionabilityAccountability
Predict
Decide
Execute
Settle
Learn
What you gain working with us
Executable strategies
Forecast-to-bid/offer/output/procurement flows ready for delivery.
Verifiable credibility
Coverage (P90/P95) and interval width keep contracts and regulators aligned.
Measured returns & risk
Spread capture, VaR/CVaR and drawdowns live on the daily board.
Operational integration
Market hub / EMS / AGC / settlement integration with auditable bill alignment.
AssessData handshakeSandbox (2–4 wks)Pilot go-live (6–8 wks)
Outcomes & metrics
Forecast performance
- Day-ahead price MAE ↓
- Net-load WAPE ↓
- Coverage (P90/P95) proven
- Interval width tightens
Bidding & clearing
- Bid/offer hit-rate ↑
- Spread capture ↑
- Failed trades ↓
- Drawdown ↓
Settlement & compliance
- Settlement alignment ↑
- Deviation charges ↓
- Fulfilment ↑
- Exception rollback success ↑
Operations & system
- Missed window rate ↓
- Congestion window hit-rate ↑
- Strategy stability ↑
KPIs align with local price caps, deviation penalties and settlement rules; provincial nuances handled via hot updates.