Alex Radchik

Green Trading Systems

Dr Alex Radchik is a highly experienced Quantitative and Risk Management Consultant, specialising in areas of forecasting, market monitoring, bid-stack simulation, and credit risk. Alex has consulted for and worked with a number of NEM-affiliated bodies, financial institutions and software vendors. He consulted Australian Energy Market Operator on a redesign of Maximum Credit Limit methodology. Alex developed novel analytics for the d-cyphaTrade (now-ASX Energy) Mark-to-Futures Forward Price Curve and a new credit risk model for the Energy Market. Alex has also authored new tools for optimal spot bidding into the NEM and a novel Hedge Accounting module as well as microgrid optimisation tools. He has more than 50 publications in international journals and a number of patents. His academic career includes ARC Research Fellowship at the UTS. Alex holds a Ph.D. in Theoretical Physics from the Academy of Sciences, USSR, where he was designing new types of semiconductor materials for solar panels for the space program.

Articles by Alex Radchik

Original research

A method of forecasting wholesale electricity market prices

This paper employs the least-action principle to model the complex relationship between expected load and expected price in electricity spot markets.

07 Mar 2016

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