Real-World & Alternative DataExtended setblocked_paid_keyNew
Heat Wave Power Gen
Updated dailyData needs: mediumlong only
paper
2020
Source
Auffhammer, M., Mansur, E. (2014). "Measuring Climatic Impacts on Energy Consumption." Energy Economics, 46, 522-530. Also Mukherjee-Ouyang 2020 AEJ:EP.
Read the paper →
In plain terms
Forecast heatwave → long merchant gens + HVAC makers for 1-2 weeks.
How it works
ISO peak-load anomaly Jun-Sep drives merchant gens via scarcity pricing + HVAC OEMs via replacement demand.
No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Iso load forecasts
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- +1% to +3%
- Tested over
- T+0 to T+10d
+1% to +3% over 10d.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
Explore Heat Wave Power Gen on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.