{"id":4728,"date":"2024-04-13T11:00:34","date_gmt":"2024-04-13T11:00:34","guid":{"rendered":"https:\/\/prosperity.newai.com.au\/?p=4728"},"modified":"2025-04-13T12:45:26","modified_gmt":"2025-04-13T12:45:26","slug":"advanced-orchid-arbitrage-climate-modeling-refining-round-2-strategies","status":"publish","type":"post","link":"https:\/\/prosperity.newai.com.au\/index.php\/2024\/04\/13\/advanced-orchid-arbitrage-climate-modeling-refining-round-2-strategies\/","title":{"rendered":"Advanced Orchid Arbitrage &#038; Climate Modeling: Refining Round 2 Strategies"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-post\" data-elementor-id=\"4728\" class=\"elementor elementor-4728\">\n\t\t\t\t\t\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-20a94f1 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"20a94f1\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-1f6ef6c\" data-id=\"1f6ef6c\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-5d0f98c elementor-widget elementor-widget-text-editor\" data-id=\"5d0f98c\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<style>\/*! elementor - v3.6.7 - 03-07-2022 *\/\n.elementor-widget-text-editor.elementor-drop-cap-view-stacked .elementor-drop-cap{background-color:#818a91;color:#fff}.elementor-widget-text-editor.elementor-drop-cap-view-framed .elementor-drop-cap{color:#818a91;border:3px solid;background-color:transparent}.elementor-widget-text-editor:not(.elementor-drop-cap-view-default) .elementor-drop-cap{margin-top:8px}.elementor-widget-text-editor:not(.elementor-drop-cap-view-default) .elementor-drop-cap-letter{width:1em;height:1em}.elementor-widget-text-editor .elementor-drop-cap{float:left;text-align:center;line-height:1;font-size:50px}.elementor-widget-text-editor .elementor-drop-cap-letter{display:inline-block}<\/style>\t\t\t\t<p><b>Arbitrage Enhancements:<\/b><\/p>\n<p>1. Updated cost calculation:<br>Real bid price = Southern bid &#8211; export tariffs &#8211; transport fees &#8211; storage fee<br>(Storage fee accounts for overnight holding before conversion)<\/p>\n<p>2. Added one-sided market making:<\/p>\n<p>\u2981 Example: Local bid\/ask at 1008\/1014 vs. Southern real bid\/ask at 1001\/1009<\/p>\n<p>\u2981 Place local ask at 1011 \u2192 if filled, convert next day at 1009 \u2192 +2 profit<\/p>\n<p>\u2981 Current arb bot v2 yield: ~3.8k (parameter-adjusted, guarding against overfitting)<\/p>\n<p><b>Climate Modeling Approach:<\/b><\/p>\n<p><b>Sunlight Prediction:<\/b><\/p>\n<p>1. Calculate accumulated sunlight:<br>sum(rate(t) \u00d7 timestep)<br>(timestep = 12\/10000 since 12 daylight hours \u00f7 10k timestamps)<\/p>\n<p>2. Project remaining sunlight:<br>remaining_hours \u00d7 current_rate(t)<\/p>\n<p>3. Total estimate:<br>If (accumulated + projected) &lt; 17,500 (7h \u00d7 2500 baseline) \u2192 SHORT&nbsp;<\/p>\n<p><b>Humidity Strategy:&nbsp;<\/b><\/p>\n<p>\u2981 60-80 range: No action&nbsp;<\/p>\n<p>\u2981 &gt;80:<\/p>\n<p>If humidity \u2191 over last 200 steps \u2192 LONG (yield drop expected)<\/p>\n<p>If humidity \u2193 \u2192 SHORT (recovery anticipated)<\/p>\n<p>\u2981 &lt;60:<\/p>\n<p>If humidity \u2193 \u2192 LONG (further scarcity)<\/p>\n<p>If humidity \u2191 \u2192 SHORT (replenishment coming)<\/p>\n<p><i>Current Limitations:<\/i><\/p>\n<p>\u2981 Backtest data covers only 1\/10 of a day<\/p>\n<p>\u2981 Shorting glitches cause PnL spikes<\/p>\n<p>\u2981 Untestable in current system<\/p>\n<p>Call for Expertise:<br>How would you recommend modeling sunlight\/humidity effects more effectively?<\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"<p>Arbitrage Enhancements: 1. Updated cost calculation:Real bid price = Southern bid &#8211; export tariffs &#8211; transport fees &#8211; storage fee(Storage fee accounts for overnight holding before conversion) 2. Added one-sided market making: \u2981 Example: Local bid\/ask at 1008\/1014 vs. Southern real bid\/ask at 1001\/1009 \u2981 Place local ask at 1011 \u2192 if filled, convert next [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":4537,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[36],"tags":[],"class_list":["post-4728","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-2024r2"],"acf":[],"_links":{"self":[{"href":"https:\/\/prosperity.newai.com.au\/index.php\/wp-json\/wp\/v2\/posts\/4728","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prosperity.newai.com.au\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prosperity.newai.com.au\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prosperity.newai.com.au\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prosperity.newai.com.au\/index.php\/wp-json\/wp\/v2\/comments?post=4728"}],"version-history":[{"count":10,"href":"https:\/\/prosperity.newai.com.au\/index.php\/wp-json\/wp\/v2\/posts\/4728\/revisions"}],"predecessor-version":[{"id":4738,"href":"https:\/\/prosperity.newai.com.au\/index.php\/wp-json\/wp\/v2\/posts\/4728\/revisions\/4738"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/prosperity.newai.com.au\/index.php\/wp-json\/wp\/v2\/media\/4537"}],"wp:attachment":[{"href":"https:\/\/prosperity.newai.com.au\/index.php\/wp-json\/wp\/v2\/media?parent=4728"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prosperity.newai.com.au\/index.php\/wp-json\/wp\/v2\/categories?post=4728"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prosperity.newai.com.au\/index.php\/wp-json\/wp\/v2\/tags?post=4728"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}