Quarisma Finance has developed its own VaR calculation based on the Monte Carlo methodology to avoid over or under estimating risk across market crisis: the HuLK VaR.
The HuLK VaR is a much more responsive estimate that reacts rapidly to changing market regimes and anticipates increases and decreases in the Traditional VaR by using micro-signals that can be revealed sometimes in pre or post shock periods.
Have a taste of our HuLK VaR below since we daily publish our results for the main financial indexes across different asset classes.
Quarisma Finance Risk Ratio = HuLK VaR / Traditionnal Monte Carlo VaR
Copyright © 2015 Quarisma Finance SA. Above VaR information is provided for informational purposes only, and is not intended for trading purposes or advice.