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stratnergy

In search of useful indicators

Relative 'values', clusters.

马丁's avatar
马丁
Jan 14, 2026
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Have you heard of the Pizza Index? It tracks the intensity of pizza delivery demand near the Pentagon. The idea is that when the Pentagon moves into crisis operation mode, more overnight pizzas are ordered by staff.

Source - pizzint.watch

An index for geopolitical tension or uncertainty? Given the Pentagon knows about the index it could spoof it. Popular indicators carry feedback potential.

Energy Storage Systems and Variability Swaps, III.

马丁
·
February 22, 2025
Energy Storage Systems and Variability Swaps, III.

This is the third post in a series reflecting on ‘variability’ in the short-term energy markets and on seeing energy storage systems as variability swaps in one way or another. See also Part 1, Part 2.

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In any case, I think it’s a great example of creativity with data. The point is that there’s always the possibility of something new with data. It’s best to have an open mind, fitting data to your prejudices or hypotheses is a recipe for advanced confusion… So, for example, maybe the “microsplastics in your body” story is all wrong. I hope it is.

So we’re in exploratory mode. It occurred to me that it could be interesting to look at aFRR capacity prices relative to

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