Price₪/MWh
line mean
Expected spread—
Loses money—
Std dev—
Sharpe—
What the picked trade paysscenarios per ₪/MWh of spread
Every pair on the frontier
| Buy | Sell | Hold | Spread | Std dev | Sharpe | Overnight |
|---|
Risk against returnspread vs std dev
hollow all pairs · filled the frontier · ringed the three
How precise must the timing beexpected spread, every buy and sell pair
Key