Value at Risk

Daily Value at Risk (VaR) estimator for single and multi-asset portfolios

Data Dictionary - API Documentation

Value at Risk estimator tailored to crypto markets

A unique methodology for VaR computation

Risk Management

Adapt your portfolio risk by monitoring its VaR

Risk Analysis

Report your portfolio's risk profile to customers and shareholders

Compliance Management

Compute capital requirement

Portfolio Optimization

Use VaR to optimize the risk/return profile of your investment strategy

A specifically tailored methodology

Crypto historical data is limited and volatility levels are particularly high which make standard VaR estimations less effective. We have developed a proprietary methodology for a robust VaR estimation on crypto markets based on:

• a normalization procedure of daily losses

• an adaptive weighting strategy to take the most relevant information into account

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Coverage and implementation

• All spot instruments

• 100+ exchanges

• Daily VaR through API or CSV

• Seamless integration and onboarding assistance 

VaR Delivery

CSV File Export

Downloadable CSV files available through Amazon Web Services or Google Cloud Platform

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Real-time and historical market data available through 15+ enterprise-grade endpoints

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Get started with Kaiko today

Let us know about your data requirements so we can set up a free trial of our data services or provide a custom price quote.

With Kaiko, you can:

  • Get access to 100+ exchanges and 10+ years of historical market data
  • Choose the delivery channels designed for your data needs
  • Benefit from integration assistance and priority support