RPR25.pdf

1、|Order BookMarket AnalysisGuradianTradeDesign of AlgosTypes of Algorithms&TokWises ScopeTrading StrategyTest the solutionSignal GeneratorTrading AlgorithmExecution AlgorithmTeam designs an algo that SIGNALS trading opportunitiesAlgo analyze market data in real-time and identify potential trading opp

2、ortunities.Trader chooses strategy and places order Order execution Team designs algos with a decision mgmt capability to choose trading strategyAlgorithm chooses strategy and places order Algorithm places the order optimally given chosen strategy Trading team designs Algo for executionTrading team

3、analyze the marketsTrader chooses strategy and places order Algorithm places the order optimally given chosen strategy CONFIDENTIAL-FOR INTERNAL USE ONLY|How it worksTokwise-GuardianTrade FrameworkEnvironment-Production forecast-Live metering-Maintenance-Outages-Orderbook-Price index-Reserve(aFFR,MF

4、RR)-Imbalance volume-TSO exchange-RES production-Consumption-Temperatures Perception-Portfolio forecast-Price spread forecast-Variability index-Reserve activation-20+engineered SignalsExecutionMarket OrderDispatching signalsMarkov Decision ModelRetrieveLearnMemoryKnowledgeAI Trading Agent1234100+Data Streams15 min RE-evaluation Risk Parameters Markets or Assets