Each agent has a narrow specialisation. They can later be connected to an orchestrator.
Negative Price Hunter
Monitors the appearance, depth and duration of negative prices on 15-min and hourly products. Alerts on entry into / exit from the regime.
Cross-Zone Spread Agent
Calculates spreads between key European zones in real time. Signals when the spread exceeds historical bounds and confirmation from networks/weather is present.
Weather vs Generation Delta
Compares forecast and actual generation. Looks for discrepancies that the market has not fully priced yet.
Order Book Imbalance Scalper
Watches only the order book + short-term price action. Issues very short scalp signals with a time-stop.
News Spike Detector
Catches sharp news (plant outages, political decisions, strikes) and estimates potential price impact.
Event-Driven Demand Agent
Calendar of major events (football, concerts, holidays, extreme weather). Forecasts impact on demand in specific zones.
Day-Ahead vs Intraday Arb
Looks for persistent discrepancies between next-day auction prices and current intraday prices.
Forced Flow Detector
Tries to identify situations where large players are forced to trade “at any price” (balancing obligations, contracts, etc.).
Regime Classifier
Classifies the current market regime: normal / trending / mean-reverting / negative-price / high-vol / forced-flow.
Risk & Position Monitor
Tracks open positions, time-to-delivery, risk size and prop rules. Prevents positions from “hanging” until delivery.
Start with 2–3 agents (Negative Price + Weather Delta + Regime Classifier).
Then add the others.
An orchestrator either makes the final decision or simply presents a consolidated picture.