4 min read
Welcome to the Jun edition of the DeQuantifi newsletter. Based on your feedback, we have changed the format, so that this newsletter will now focus on a summary of crypto news from a UK and European perspective. Feature articles will now be published as separate whitepapers that will also be sent to your inbox if you are a
< 1 min read
In this video we will see how to calculate VaR using Monte-Carlo techniques and our library, DQTools. Using historical market data, we calculate a high-dimensional multivariate distribution based on crypto derivative risk factors,. Then, using samples from that distribution, calculate 95% confidence 1-day VaR and the associated expected-shortfall.
9 min read
Welcome to the May edition of the DeQuantifi monthly newsletter. Each month, we bring you a summary of the crypto news from a UK and European perspective, along with a feature article, where we discuss a topic in depth.
This month, we discuss rising transaction fees and processing times on Bitcoin and Ethereum. In our feature article we take a
9 min read
God save the king! Welcome to the April edition of the DeQuantifi monthly newsletter. Each month, we bring you a summary of the crypto news from a UK and European perspective, along with a feature article, where we discuss a topic in depth.
This month, we discuss MiCA, the proposed EU regulatory framework, and look into the impact of the Shapella
< 1 min read
We are pleased to announce that DQTools is now integrated with CCXT giving access to live positions across more than 50 exchanges!
6 min read
Happy Easter! This month, we take a closer look at the impact of the collapse of SVB, Signature, and Silvergate, on the crypto world. We also take a look at how effective trend-following strategies are in crypto markets. And of course, we bring you our usual summary of the month’s crypto news.
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