Examples and Case Studies

Aggregated Quotes for OTC Traders

Aggregated Quotes for OTC Traders

January 18, 2023

How Kaiko’s Aggregated Quotes provide unambiguous and independent quotes for OTC dealers, market makers, and liquidity takers to assess whether they submit or receive a fair price. 
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Implied Volatility for Crypto Assets

Implied Volatility for Crypto Assets

December 16, 2022

One of the best ways to forecast risk in financial markets is by studying the implied volatility of an option. Implied volatility is a forward-looking measure of the expected volatility of an asset over a specified time period, derived from the market price of the option contract.  This case study explores the background, methodology, and use case for Kaiko's implied volatility data.
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Cryptocurrency Value at Risk (VaR)

Cryptocurrency Value at Risk (VaR)

May 05, 2022

Kaiko’s new VaR estimator is one of the first risk management tools designed for cryptocurrencies, leveraging a proprietary and thoroughly backtested methodology that accounts for the idiosyncrasies of crypto market structure. In this article, we will review the background, methodology, and use cases for VaR, showing how cryptocurrency portfolio managers can better manage risk.
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Cryptocurrency Portfolio Valuation 

Cryptocurrency Portfolio Valuation 

December 13, 2021

This case study will explore how investors can use Kaiko's valuation service to build and track custom portfolios for any combination of crypto asset.
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Real-time Data Feeds for Regulatory-Compliant Crypto Indices

Real-time Data Feeds for Regulatory-Compliant Crypto Indices

May 11, 2021

This case study will explore how Compass Financial Technologies leverages Kaiko’s real-time data feeds to power a suite of regulatory compliant and innovative crypto indices.
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How Messari Built the Leading Cryptocurrency Information Aggregator Powered by Kaiko’s Market Data API

How Messari Built the Leading Cryptocurrency Information Aggregator Powered by Kaiko’s Market Data API

January 08, 2021

This case study will explore how Messari, the leading cryptocurrency information aggregator, leverages Kaiko's historical and live market data API to provide a comprehensive charting and analytics toolkit for traders, analysts, and cryptocurrency enthusiasts.
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How to leverage cryptocurrency market data to backtest trading strategies

How to leverage cryptocurrency market data to backtest trading strategies

December 01, 2020

This case study explores how Shrimpy, a cryptocurrency trading platform, leverages Kaiko's historical trade and order book data to provide a suite of backtesting tools that can be used by traders to develop strategies for top cryptocurrency exchanges.

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