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Risk Analytics

Know your risk.

Report Types We Produce

Value at Risk(VaR) Reports

Each cryptocurrency has a unique risk profile, and VaR techniques quantify and estimate the risks and potential future losses for any given day. All of our Value at Risk reports are FREE below

  • Tracks & estimates magnitude of losses over a given time frame & confidence level
  • Utilizes the industry standard Historical Simulation methodology for VaR, ES, and SVaR
  • Dynamic new market commentary daily in response to changing market conditions
  • Analyzes performance following and measures frequency of VaR loss events
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Volatility Analysis Reports

The Volatility report implements advanced volatility estimation methodoligies and analysis to forecast the likely extremes of price ranges for the following trading day

  • Daily recaps and commentary of pair specific market volatility action
  • GARCH and EWMA Volatility projections for tomorrow's extreme high and low prices
  • The implied price range extremes by statistical 99% and 95% confidence interval(s)
  • Historical volatility analysis and commentary via both time of day and day of week
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Liquidity Analysis Reports

The Liquidity report identifies and monitors liquidity conditions and underlying market demand for a given cryptocurrency asset on a given exchange

  • Identification of statistically significant volume levels and daily updated commentary
  • Active tracking of trade sizing to identify Institutional activty or other large market participation
  • Analysis of historical trade prints to gauge urgency and the Buyers-to-Sellers ratio
  • Analysis of historical volumes via both time of day and day of week
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Statistical Analysis Report

Explore cryptocurrencies via multiple statistical techniques to aid in understanding the underlying asset

  • Autoregression and mean reversion analysis
  • Identification of seasonality in the data series
  • Correlation charts
  • Identify abnormalities using latest data analysis techniques
  • Not yet available
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