Quantitative White Papers.

These research white papers are detailed analyses that inform various elements of Kaiko’s data offerings. They’re independently published and backed by scientifically rigorous testing and peer-reviewed methodologies.

Data Feeds Solutions

Thorough mathematical modelling and analysis of Uniswap v3

A thorough analysis of Uniswap v3, forms part of the methodology for our Uniswap v3 data in our Level 1 & Level 2 Data subscriptions.

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Analytics Solutions

Statistical error bounds for weighted mean and median, with application to robust aggregation of cryptocurrency data

An analysis produced as the foundation for our Fair Market Value solution.

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Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes

Used as part of the underlying methodology for the IV calculation offered as part of our Derivatives Risk Indicators solution.

See the white paper