Skip to content

About

No description, website, or topics provided.

Resources

Stars

0 stars

Watchers

0 watching

Forks

Latest commit

 

History

4 Commits

Folders and files

NameName
Last commit message
Last commit date
 
 

Repository files navigation

Mohammad Faisal

Energy Systems Engineer · Optimization, Forecasting & Techno-Economic Modeling

Power engineer (M.Sc.) working at the intersection of energy markets, storage, and data. I build reproducible models and backtests on real European market data to answer practical questions: what a battery is actually worth, when a trading signal is real, and how renewables reshape the prices they depend on.

Python pandas scikit-learn Optimization FastAPI Streamlit

LinkedIn Email

Focus areas: power markets (day-ahead and intraday), battery storage economics, optimization (MILP), PV and renewable modelling, price forecasting, and market analytics.

Toolbox: Python, pandas, NumPy, scikit-learn, PuLP, HiGHS, pvlib, FastAPI, matplotlib, seaborn, Streamlit.


Selected projects

All five run end to end on real, free European data (mainly SMARD.de and PVGIS), come with tests, and document their assumptions.

Project What it does Headline result
GridFlex: BESS Dispatch & Day-Ahead Market Research Reproducible battery dispatch optimisation (MILP) and leakage-safe backtesting on the German day-ahead market Trained price forecasts capture 83–84% of perfect-foresight revenue over a 639-day hold-out
Power Spread Trader Backtest of a cross-border spread mean-reversion strategy, with an honest test of whether the edge is real and realizable Out-of-sample Sharpe 5.45, bounded by tradability rather than cost
Renewable Price Cannibalization Analysis and dashboard of how solar and wind erode their own market value Solar value factor falls from 0.93 (2019) to 0.59 (2024)
PV Market Value Values PV plant designs against day-ahead prices, comparing energy yield with revenue A single-axis tracker earns ~15% more revenue than the yield-optimal fixed array
Day-Ahead Price Forecasting Service A forecasting service with a full predict-score-retrain loop (FastAPI) Day-ahead price forecast at about 6-7 EUR/MWh mean absolute error

GridFlex: BESS Dispatch & Day-Ahead Market Research

A 10 MW / 20 MWh battery traded on the German day-ahead market, from raw SMARD data to a financial result. Price forecasts (persistence, seasonal naive, LEAR-style Lasso, gradient boosting) use only information published before the 12:00 gate closure, enforced by publication-time guards and tested. A mixed-integer program (PuLP + HiGHS) builds each day's schedule, which is independently checked against the battery's physics and settled at the prices that actually cleared. On a 2024–2025 hold-out, forecast-driven dispatch earns 83–84% of the perfect-foresight benchmark versus 43% for a simple heuristic. Includes finance and sensitivity analysis, a Streamlit viewer, 452 tests in CI, and a from-scratch reproduction that matched every result exactly. → Repository

Power Spread Trader

A backtesting framework for a mean-reversion strategy on cross-border day-ahead spreads. The strategy is intentionally simple; the focus is a rigorous evaluation: no-lookahead accounting, a shuffled-data null test, a parameter-stability check, transaction costs, and a strict out-of-sample split. It finds a real signal and then explains why the realizable edge is limited by transmission rights and liquidity. → Repository

Renewable Price Cannibalization

Six years of German generation, load, and price data used to quantify renewable value factors, the merit-order slope (with the gas-price regime removed), negative-price hours, a curtailment proxy, and revenue impact, plus an interactive Streamlit dashboard. → Repository

PV Market Value

A pvlib model that simulates a PV plant's hourly output and values each design (fixed orientation, east-west, single-axis tracker) against real German day-ahead prices. It shows the revenue-optimal design is not the yield-optimal one, because prices move with the sun: a tracker wins on both energy and captured price, while facing west does not pay for a fixed array. → Repository

Day-Ahead Price Forecasting Service

A day-ahead price forecaster served as a small service with a full machine- learning loop: predict, store every forecast, score it against the actual prices once they settle, and retrain only when the new model genuinely wins. Built with FastAPI, scikit-learn, and SQLAlchemy. → Repository


Contact

Market data throughout is published by SMARD.de / Bundesnetzagentur and used under their terms.

About

No description, website, or topics provided.

Resources

Stars

0 stars

Watchers

0 watching

Forks

Releases

Packages

Contributors