Day-ahead and real-time power markets move fast. Prices update by the minute, resource plans shift as conditions change, and every trading decision carries immediate operational consequences. At the same time, gas nominations must be locked in before market awards are published, leaving schedulers and traders to coordinate across fundamentally misaligned timelines.
DART Trader is purpose-built for this environment. In this webinar, we walk through how modern trading operations can move from manual, fragmented workflows to an integrated, confident decision-making process, from the opening of the day-ahead trading window all the way through real-time dispatch.
Here’s what you’ll learn:Â
- How to price day-ahead trades in under 5 seconds: Â DART Trader’s pricing engine evaluates any trade opportunity against your current optimized resource plan, surfacing a “price-to-beat” with full resource contribution detail, so traders can act decisively during fast-moving trading windows.
- How resource plans and trading stay synchronized: We’ll show how updates to resource plans automatically re-initialize the pricer as conditions change, ensuring that every trade evaluation reflects the latest system state — not a stale snapshot from the morning.
- How to manage net open positions across a trading desk: DART Trader tracks all evaluated and executed trades in real time, giving every trader a shared, up-to-date view of portfolio exposure and tradable depth at major hubs.
- How to adapt positions in real-time markets: Day-ahead awards are just the starting point. We’ll cover how real-time bidding and hour-ahead adjustments can be used to respond to changing conditions like weather updates, unit trips, renewable fluctuations — all while keeping dispatch aligned with fuel availability and pipeline constraints.
- How to use DART trading and ISO bidding as levers for managing gas risk: When traders have visibility into projected pipeline-point exposure, power market actions become a tool for steering physical outcomes, not just capturing margin.
Who will benefit from this webinar:
- Power traders at utilities and IPPs who manage day-ahead and real-time positions and need faster, more confident pricing during active trading sessions
- Gas schedulers who are responsible for nominations and imbalance management and are looking for earlier visibility into how power dispatch changes affect gas requirements
- Operations analysts and resource planners who monitor alignment between resource plans, trading activity, and operational constraints across the day
- Trading managers and directors at generation companies, utilities, and energy marketers who are evaluating how to modernize their DA/RT workflows and reduce imbalance penalties
- Anyone working at the intersection of power and gas who wants to understand how integrated tooling can replace spreadsheets, manual coordination, and end-of-day surprises with a connected, proactive operational workflow
Registrations are manually reviewed and approved, and you will receive confirmation usually within one business day. Registrants must register using email addresses issued by their employers.
Registration closes at 2:55 p.m. CT on Tuesday, June 9.
About the presenter:Â
Buck Feng is PCI’s CTO and has been with PCI since 1998. Buck is one of the chief architects of the generation asset optimization model known as PCI GenTrader®. He’s also responsible for the development of PCI’s Generation Supply Management System (GSMS), which is a platform that integrates asset optimization, trading and risk management, market communication, bid/offer management, P&L analysis, and settlement functions to extract maximum value from an energy company’s asset portfolio. Prior to joining PCI, Buck held several key positions at PG&E Corporation’s energy trading and utility divisions. He earned his bachelor’s and master’s degrees in electrical engineering (with power systems emphasis) at the University of Oklahoma.