Search Results for author: Conan Hales

Found 1 papers, 0 papers with code

Real-time VaR Calculations for Crypto Derivatives in kdb+/q

no code implementations11 Sep 2023 Yutong Chen, Paul Bilokon, Conan Hales, Laura Kerr

Cryptocurrency market is known for exhibiting significantly higher volatility than traditional asset classes.

Time Series

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