A validated edge on the Swiss quarter-hour.
For a trading desk, the edge is information, not an asset. Orvio's T-15 nowcast delivers the direction of the Swiss system – scored against realized Swiss control-area outcomes, over the API, before the quarter-hour closes.
The Swiss imbalance market rewards positions on the system's side and charges those against it. The tradeable information is short-horizon: the direction of the control area over the coming quarter-hours and the imbalance energy price it implies. Orvio's nowcast is scored continuously against realized Swiss control-area outcomes – the track record is reproducible, not asserted.
How Orvio fits
The signal arrives over a REST API with scoped keys: direction of the system imbalance in MW and the imbalance energy price in EUR/MWh, per quarter-hour, refreshed every 15 minutes, at the T-15, T-1h, and D-1 horizons. Every value carries its creation time and lead time.
Strategies can be backtested over history with day-ahead and intraday execution costs included – the net impact, including the quarter-hours that would have cost, before capital stands behind it.
82% directional hit-rate when Orvio forecasts the system at least 100 MW short or long.
- 68%
- Any signal
- 76%
- Forecast ≥ 50 MW
- 82%
- Forecast ≥ 100 MW
- 90%
- Forecast ≥ 200 MW
T-15 system-imbalance forecast vs realized Swiss control-area outcomes, last 90 days (about 2,240 quarter-hours at the 100 MW threshold), against a 54% naive baseline. The stronger the forecast signal, the more reliable the direction.
What the accuracy is worth
In the clear-signal quarter-hours, a position taken on the signal was worth roughly €80–110 per MWh over the intraday price. Each additional point of T-15 hit-rate adds on the order of €6,000 per MW per year of positioned capacity.
Spread over the intraday price – the cash paid to enter the position, already netted. Modelled on a paper book against realized prices, not executed P&L; gross of execution cost, slippage and market impact. Clear-signal quarter-hours only – forecast ≥100 MW short or long, about a quarter of all. Heavy-tailed: median well under the mean, top tenth over half the result; one wrong-side quarter-hour at size erases a run – risk limits essential. Orvio delivers the signal, not the trade.
What changes in practice
For a desk, the nowcast is an input that composes with existing models: a directional read on the Swiss quarter-hour with measured hit-rates by signal strength – strongest exactly where positions are decided, close to gate closure.
See what flexibility could earn.
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FAQ
How is the signal validated?
Every forecast is scored against realized Swiss control-area outcomes. Over the last 90 days: 82% directional hit-rate on signals of at least 100 MW, rising with signal strength.
How is it delivered?
Over a REST API with scoped keys, refreshed every 15 minutes. Onboarding takes days, not months.
Does Orvio trade itself?
Orvio delivers the signal and the analytics; execution stays with the desk. Nothing is placed or executed on customers' behalf.
Which horizons are available?
T-15, T-1h, and D-1. The quarter-hour view is the calibrated, strongest horizon – the last read before gate closure.