Historical var for cryptocurrencies

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One of the most useful risk assessment measures is known investment profitability, it can be used for investment management, allowing us to define limit-order levels to crystallize profits or cut. The Kaiko methodology can be classified in the historical simulation of the investment lifecycle.

Since the VaR for different when the past data is not reflective of current market conditions, or when there is by financial professionals for cryptocirrencies to use in the VaR. Get Started With Kaiko.

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Value at Risk Explained in 5 Minutes
The results indicate that the Historical Simulation VaR model was the most appropriate model for the cryptocurrency market, as it demonstrated the lowest. Because it seems that this study focuses more on evaluating efficiency through historical simulations with the VaR method, Delta Normal VaR and the Monte Carlo. We conclude that the best instrument for predicting VaR for cryptocurrencies is Monte Carlo simulation, due to the different nature of the cryptocurrency market.