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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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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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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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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