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Solar-weighted vs. unweighted DA H/L

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马丁
Jul 02, 2025
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More experiments using openly available data. If you spot mistakes, have suggestions, or can offer context, please leave a comment or get in touch. Become a full subscriber to access the archive and follow the exploration.

Last week we were travelling to Norway, this week we’ll look at the situation in Germany. Variety is the spice of life.

I want to focus on the DA High-Low (H/L) spread here. Let’s compare the development of the (‘raw’) DA H/L spread to the enwex-weighted DA H/L spread.

Weather-weighted swapping (Variability Swaps V.)

Weather-weighted swapping (Variability Swaps V.)

马丁
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May 17
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