paper
Maximizing Battery Storage Profits via High-Frequency Intraday Trading
David Schaurecker, David Wozabal, Nils Löhndorf, Thorsten Staake
Maximizing Battery Storage Profits via High-Frequency Intraday Trading
David Schaurecker, David Wozabal, Nils Löhndorf, Thorsten Staake
paper2025-04-09English
algorithmic tradingarxiv
Description
Maximizing revenue for grid-scale battery energy storage systems in continuous intraday electricity markets requires strategies that are able to seize trading opportunities as soon as new information arrives. This paper introduces and evaluates an automated high-frequency trading strategy for battery energy storage systems trading on the intraday market for power while explicitly considering the dynamics of the limit order book, market rules, and technical parameters. The standard rolling intrin...
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