I’m Georg Walther. I design short-term power trading strategies together with traders, then architect and implement the optimization and trading systems that put those strategies into production for batteries, thermal generators and other flexible assets in European electricity markets. This includes work on virtual power plants (VPPs).
My work spans the path from market and asset data, forecasting and mathematical optimization to trading interfaces, dispatch, monitoring and fault handling. These systems allocate energy and capacity across day-ahead, intraday and balancing markets while respecting physical asset constraints, existing commitments and the opportunity cost of preserving flexibility for later.
Before focusing on energy, I worked on forecasting, anomaly detection, causal inference and rare-event prediction across several industries. I also built and co-led a profitable data science consultancy unit, including growing and coaching the team and working directly on technical sales and contract negotiations.
In my private time I read technical papers and articles related to my work, work through toy examples by hand and write down what I learn. This site is where I publish those notes, mostly about BESS and asset optimization, algorithmic power trading, European electricity-market design and machine learning.
If you spot an error, disagree with something or are working on similar problems, I’d be delighted to hear from you.