Synopsis

• How can a real-time digital twin serve as a neutral benchmark for optimizers in live operations?
• What value can be gained by replaying different trading strategies on past data to validate and refine decision-making?
• How can investors quantify “what if” scenarios and revenue potential before a single asset is built?
• In what ways can digital twins act as a safe training ground to sharpen in-house trading capabilities?
• What new opportunities emerge when wholesale, ancillary markets and imbalance management are simulated all together at once?
• Why does removing bias and relying on forecast-driven simulations make benchmarks truly credible?