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Financial Engineeringprototype

IESO Options Hedging Engine

Financial simulation engine modeling automated call/put strategies to isolate industrial consumers from electricity spot-market volatility.

Applies stochastic price processes and option-pricing frameworks over IESO wholesale pricing surfaces to design hedging strategies and quantify Value at Risk for large industrial consumers.

Technology

  • Python
  • NumPy
  • Plotly
  • Cloud Run

Launch IESO Options Hedging Engine

energyhedge.centauri-research.com

idle

Hover or press Initialize & launch to warm the serverless compute pipeline for this endpoint.

Demo endpoints run on serverless infrastructure and may cold start on first request.

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