Position per quarter-hour
The expected imbalance and the cost attached to it, quarter-hour by quarter-hour, across the day.
Portfolio management
From forecast to position, with the net impact measured.
Convert each forecast into a defensible position: the imbalance cost before gate closure, the adjustment that reduces it, and the net savings demonstrated on realized history.
A forecast creates value only when it changes a decision. Between knowing where the system is heading and acting on it sits a decision made one quarter-hour at a time, under time pressure, before the gate closes. Orvio is built to make that decision concrete.
How it works
Orvio combines the system forecast with the portfolio's positions to show the expected imbalance for each quarter-hour, alongside its cost. It then recommends the specific moves that reduce that cost, or that put available flexibility to work in the quarter-hours where the system pays for it. Orvio recommends; the desk decides.
Every recommendation is replayed against realized data. A strategy can be backtested over history to establish its measured net impact, including the quarter-hours where it would have cost, before it is relied on live.
Capabilities
Recommended moves
The specific adjustments that lower imbalance cost, or deploy flexibility into the quarter-hours where the system pays for it.
Backtest and live
Replay a strategy over history to establish its measured net impact, then run the same logic forward on live data.
Full-cost economics
Day-ahead and intraday execution costs are built in, and loss-making quarter-hours are counted too, so the net impact reflects what would actually have been realized.
Orvio recommends; the desk acts. Nothing is executed automatically. Every figure carries the data behind it, so the impact is auditable rather than asserted. Live impact tracking is rolling out on top of the backtest available today.
What changes in practice
For a balance-group manager, this turns the forecast into a defensible decision: the cost of the position before gate closure, the move that improves it, and a backtest that shows what that move would have achieved, including the days it lost.
See what flexibility could earn.
Book a demo and see the signal on live data, applied to real assets.
Pricing scales with the portfolio. Book a demo for a quote.
FAQ
Does Orvio execute trades?
No. Orvio recommends; the desk decides. Nothing is placed or executed automatically.
Can I see the impact before I trust it?
Yes. A strategy can be backtested over history to show its measured net impact, including the quarter-hours where it would have cost. Live impact tracking is rolling out on top of that.
Are execution costs included?
Yes. Day-ahead and intraday execution costs are built into the economics, so the net figure reflects what would actually be kept.
What does it build on?
The portfolio's positions and the Orvio system forecast. The same scored, timestamped forecasts that power System Forecasts feed the position view here.