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Risk Analytics

Interactive Risk Reporting

Interactive Analysis

Value at Risk(VaR) Reports

Each cryptocurrency has a unique risk profile, and VaR techniques quantify and estimate the potential magnitude of loss based on the historical distribution of returns. Read more about Value at Risk or its limitations

  • Estimates magnitude of loss over a given time frame & statistical confidence level
  • Utilizes the financial industry standard methodology for VaR, Expected Shortfall, and Stressed VaR
  • Customizable cryptocurrency asset sizing and positioning
  • Includes full table of returns to analyze losses in tail of distribution

  • Select a Value at Risk Profile by Asset OR Multi-Asset Portfolio Simulation

Volatility Analysis

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
Under Improvement

Liquidity Analysis

Markets enable price discovery for assets and the interactive viewers below track where large transactions take place and enable review of important price levels

Under Improvement

Statistical Analysis

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

  • Correlation HeatMap - Interactively view correlations for 20+ assets across 4 different timeframes and 3 correlation methodologies