Riskdata 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.
Riskdata Risk Ratio = HuLK VaR / Traditionnal Monte Carlo VaR
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