Real Time Trading - NY ISO

Hey WSO, I work on a real-time desk and was curious if anyone trades electricity on the NY ISO. I have exposure to MISO, PJM but have a hard time reading NY. This evening NY rt prices went from -ve to +ve ($1100) to -ve to again +ve ($830) in HE18, HE19. Any advice on managing rt positions during evening peak hours would be appreciated. Thank you in advance. Cheers!   

6 Comments
 

Yea.  Never be short going into RT either vol or underlying.  Buy auto exercise 200c if you dont feel comfortable in the inc/dec market.  If you have assets, you are much better off than naked, whether it is paper or phys.

Buy load / customers that allow you to be long going into RT.  Learn the lessons from ERCOT, PJM and CAISO.  

"Sell a teenie, lose your weenie" was drilled into me from day one.  99% of folks simply can not manage the insanity of our market.  

Always write covered calls and you can survive.  Going short leaves you open to "Kenyan Monkey" risk that is unmanagable and generally unprofitable.

Namaste. D.O.U.G.
 

Monty.  I was there in 1997/98 trying to wheel to Cinergy out of FPL during the Federated default.  2500 day-ahead will make a man lose a lot of hair!

Namaste. D.O.U.G.
 
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