News & Insights

Historic VaR for Crypto Portfolios

< 1 min read

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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March Newsletter

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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Introduction to Impermanent Loss

< 1 min read

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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