SparkArb Quantitative Research Hub

Algorithmic Battery Trading & Market Microstructure in the Australian NEM

Empirical quantitative research, mathematical formulations, and verified operational methodologies for grid-scale battery energy storage systems (BESS 1–10MW) operating in Australia's National Electricity Market.

Research Paper 01 · Market Microstructure

The 5-Minute Dispatch Dilemma: Navigating South Australia's 12.6% Negative Price Windows

An empirical analysis of degradation penalty functions, round-trip efficiency (RTE) friction, and why static heuristic rules compress margins during high-frequency negative pricing events in SA1.

Research Paper 02 · Ancillary Services

FCAS Margin Cannibalization: How Bi-Layer EV Optimization Protects 1–10MW BESS Revenues

Why utility battery saturation is compressing contingency FCAS margins, and how SparkArb's asynchronous bi-layer Expected Value engine co-optimizes between wholesale energy and 8 contingency markets across a 4-state arbitrage portfolio.

Research Paper 03 · Quantitative Integrity

Proof-of-Play: Why Institutional Battery Optimization Requires Pre-Market Cryptographic Commitments

Methodological analysis of eliminating look-ahead bias, rigorous dissection of the October 13 (-$1,888 AUD) outlier event, and operational architecture via SHA-256 pre-commitments, retrospective anchoring, and live Bitcoin OpenTimestamps verification.