SP-500
3.68
-2.68%
BITCOIN
10.19
-1.13%
SP-500
3.68
-2.68%
BITCOIN
10.19
-1.13%
USDEUR
1.78
-0.72%
SP-500
3.68
-2.68%
BITCOIN
10.19
-1.13%
USDEUR
1.78
-0.72%
N225
2.94
0.0%
SP-500
3.68
-2.68%
BITCOIN
10.19
-1.13%
USDEUR
1.78
-0.72%
N225
2.94
0.0%
SP-500
3.68
-2.68%
BITCOIN
10.19
-1.13%
USDEUR
1.78
-0.72%
N225
2.94
0.0%
DAX
3.24
-0.79%
TSLA
10.97
2.32%
SP-500
3.68
-2.68%
BITCOIN
10.19
-1.13%
USDEUR
1.78
-0.72%
N225
2.94
0.0%
DAX
3.24
-0.79%
TSLA
10.97
2.32%
Technical Details
I measure risk by the two main market risk measures, Value-at-Risk and Expected Shortfall, at the 99% one day horizon, were the portfolio value is 100. Risk is estimated with estimated by the five most common statistical methods, with an estimation window of thousand days.
More detailsAsset risk
I estimate risk with a few dozen assets, major stock indices, crypto, exchange rates and some stocks I am interested in. The specific as it shows changes frequently.
SP-500 riskWhat is Risk?
While I use common market risk techniques, that is too simple. After all, there is no single observable phenomenon called risk because risk is latent and specific to the end user.
More detailsTechnical Details
I measure risk by the two main market risk measures, Value-at-Risk and Expected Shortfall, at the 99% one day horizon, were the portfolio value is 100. Risk is estimated with estimated by the five most common statistical methods, with an estimation window of thousand days.
More detailsAsset risk
I estimate risk with a few dozen assets, major stock indices, crypto, exchange rates and some stocks I am interested in. The specific as it shows changes frequently.
SP-500 riskWhat is Risk?
While I use common market risk techniques, that is too simple. After all, there is no single observable phenomenon called risk because risk is latent and specific to the end user.
More detailsDaily Risk
Model Risk
How big is the worst quarter century price drop?
Latest Market Risk Forecasts
Click on a row for more details about a particular asset
Extreme risk
Daily market risk forecasts and analysis
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