Latest  Risks  from  Market

The  HuLK  VaR: Quarisma  unique  Monte  Carlo  methodology

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.

Current  VaR  Across  Market  and
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.