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

  • Choose Value At Risk Report by Asset Icon

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