


Meet Quantego at E-world energy & water 2023!
May 23–25, 2023 | Essen, Germany
Meet the Quantego team at our exhibition booth 5-047 in the innovation area (Hall 5) and get your individual demo of QUASAR® and our latest optimization solutions for energy storage and energy trading.

Backtest of Stochastic Programming Model for Gas Storage Valuation

QUASAR: Stochastic Programming in Scala
The QUASAR optimization software finally makes stochastic programming available for a wider audience. Check out the example in this post to see for yourself, just how easy it is. In a previous post, we have used our Python interface. In this example, we call our Java API from Scala.

Interactive Example Notebook in Google Colab: Reservoir Management
Check out our interactive example notebooks in Google Colab to find out just how simple it is to solve multistage stochastic programming problems with QUASAR®!

Interactive Example Notebook in Google Colab: Battery Storage
Simple arbitrage model for battery storage optimization under price uncertainty. Demonstrates how to turn policy simulation output into a simple decision rule of when to buy and when to sell.

Interactive Example Notebook in Google Colab: Aggregate Planning
An example from operations management – invest into production capacity under uncertain demand and then control production and inventories over subsequent periods.

Meet Us at E-World Energy & Water 2022!
Jun 21–23, 2022 | Essen, Germany

QUASAR: Stochastic Programming in Python
The QUASAR optimization software finally makes stochastic programming available for a wider audience. Check out the example in this post to see for yourself, just how easy it is with our Python interface.

Interactive Example Notebook in Google Colab: Gas Storage Valuation
Spot-based valuation of a storage for natural gas over the course of one year. Model prices as one-factor model. Learn how to approximate storage value and delta positions.

Coordinate Day-ahead Bidding with Continuous Intraday Trading
New research on how to calculate optimal day-ahead bids that account for the option to rebalance a portfolio in the EPEX SPOT continuous intraday market.

Research Grant: Optimal Power Trading in Illiquid Markets
Quantego has been awarded an 130k € Industrial Fellowships Research Grant of the Fonds National de la Recherche (FNR), Luxembourg for its joint research project on "Optimal Power Trading in Illiquid Markets (OPTIM)" with the NTNU Norway.

Quantego is Now an Accredited Private Research Institute
Quantego S.à r.l. received the governmental accreditation as private research institute by the Grand Duchy of Luxembourg, in light of its fundamental and applied research on stochastic programming and math optimization.

Optimal Gas Storage Valuation
Learn how to calculate the extrinsic value of storage when using an empirical model of term structure dynamics.

Optimal Hydropower Planning in Electricity Markets
Learn how to optimize a hydropower planning in hourly time granularity under uncertainty about day-ahead electricity prices and natural inflows.

Optimal Bidding of Virtual Power Plants
Learn how virtual power plants can optimize their bidding strategy under uncertainty about future electricity prices and wind power generation.

Quantego Selected into Luxembourg's Renowned Start-Up Accelerator

Client Presentation: Energieallianz Austria
In this presentation, Dr. Elke Moser explains how Energieallianz (formerly e&t), an energy trading house in Vienna (Austria), used QUASAR to develop a custom-made solution for optimizing bids for the German-Austrian auction for balancing reserves.

Client Presentation: VERBUND Trading, Austria
Take a look at client presentations and learn which business insights can be gained from using QUASAR®.

Long-term Hydro-thermal Planning
Learn how making compromises in model selection affects solution quality and how to make a hydro-thermal planning robust against a mis-specified inflow process.