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In this video, we take a look at using DQTools to calculate Historic VaR for Crypto Derivatives. When considering futures and options, we need to model changes in future prices as well as the volatility surface.
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In this short video, we demonstrate how DQTools can be used to construct a simple historic VaR and Expected Shortfall analaysis for crypto portfolios in just a few lines of code using a Jupyter Notebook.
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For decentralised exchanges, impermanent loss is an additional risk factor that needs to be considered carefully. This article provides an introduction to the basic concepts, viewed through a mathematical lens, with some graphs.
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Following the successful release of DQRisk last month, DeQuantifi are pleased to announce that traders can now manage ETH futures and options risk in the platform, which went live with BTC options and futures.
To find out more, email DeQuantifi at info@dequantifi.com or visit their website at dequantifi.com
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DeQuantifi are pleased to announce the release of DQRisk, our flagship product for professional crypto traders. DQRisk takes your cash and derivative trades across multiple crypto exchanges and allows you to dynamically hedge options and other non-linear derivatives. DQRisk also lets you understand the factors underlying the performance of your portfolios.
DQRisk is available through your browser for desktop use,