One platform for day-ahead, intraday and ancillary markets — forecasting, algorithmic bidding and risk under a single book.
A closed loop that runs thousands of times a day — without a human in the path, with a human always in command.
Price, load and renewable generation forecasts re-trained hourly on live market data.
MAPE < 4.2%Stochastic co-optimization across energy and ancillary stacks, asset state aware.
12,000 scenarios / runAlgorithmic order placement with smart slicing and continuous-market making logic.
5 ms order latencyAutomated shadow settlement, invoice reconciliation and P&L attribution by strategy.
T+1 closeAuto-bidder for day-ahead auctions and continuous intraday — spread capture, imbalance netting and cross-border arbitrage strategies out of the box.
/ 02Real-time VaR, position limits and exposure heat-maps across commodities, maturities and counterparties — with a kill-switch the desk actually trusts.
/ 03Structure, value and hedge PPAs and proxy revenue swaps; baseload, pay-as-produced or shaped profiles priced against your own forward curves.
/ 04Shadow settlement against every ISO and TSO, automated REMIT / EMIR reporting, and per-strategy P&L attribution your CFO can audit.
A sample of production strategies running on client books right now — trailing 30-session net performance, fully attributed.
We replaced four screens and two spreadsheets with one Auronyx book. The desk now sleeps — the machines bid, and we supervise.
Every order passes a pre-trade limits engine. Every decision is journaled, replayable and attributable — to the model version that made it.
Volume, price and exposure caps enforced in-path, sub-millisecond, before any order leaves.
Immutable audit trail of every signal, decision and fill — REMIT and MiFID II ready.
Three follow-the-sun desks supervise the machines — and can halt any strategy in one click.
See the platform live against your own assets and markets — a 30-minute desk session, no slides.