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NIRAV MISTRY

@niravmistry

Quantitative analyst and electricity trader in ERCOT and PJM, forecasting congestion and developing systematic trading strategies.

India

Message

At Dufossat Capital Puerto Rico LLC, I designed and executed quantitative trading strategies in ERCOT and PJM, trading UTCs, virtuals, and PTP obligations while managing multimillion-dollar positions and volatility risk. I also developed statistical models to forecast transmission congestion and assess trading risk.

In my current independent research, I’m developing ERCOT trading and analytical frameworks, including GPU-accelerated forecasting pipelines and portfolio optimization solvers for automated bid sizing. I’ve also designed PostgreSQL and TimescaleDB schemas and Streamlit dashboards for market ingestion and strategy monitoring.

Experience

Work history, roles, and key accomplishments

Current

Independent Quantitative Researcher

Current

Self Employed

Oct 2025 - Present (1 year)

Architected end-to-end quantitative trading and analytical frameworks targeting ERCOT Day-Ahead and Real-Time Point-to-Point obligations and nodal congestion spreads. Engineered GPU-accelerated machine learning and time-series forecasting pipelines alongside MILP/CVaR portfolio optimization solvers.

Python XGBoost PyTorch CuPy Optuna PuLP CVXPY PostgreSQL TimeScaleDB Streamlit MILP CVaR Time series Forecasting Machine Learning

Quantitative Analyst / Electricity Trader

Dufossat Capital Puerto Rico LLC

Sep 2018 - Sep 2025 (7 years)

Designed and executed complex quantitative trading strategies in U.S. wholesale electricity markets (ERCOT and PJM), managing multimillion-dollar positions and volatility risk. Conducted systematic Day-Ahead trading across Up-To-Congestion, virtuals, and PTP obligations, consistently improving portfolio performance and risk-adjusted profitability.

Python R SQL C++ERCOT PJM Day Ahead Trading UTC Virtual PTP FTR Nodal Congestion Forecasting Statistical Modeling Risk Management

Quantitative Analyst

Arya Risk Management Systems Pvt. Ltd.

Mar 2017 - Sep 2018 (1 year 6 months)

Traded Day-Ahead (UTC/Virtual) and Financial Transmission Rights (FTR) in PJM, alongside Point-to-Point obligations in ERCOT, consistently generating trading profits. Modeled PJM transmission constraint occurrences using Artificial Neural Networks with high predictive accuracy to guide congestion positioning.