6 signals in Risk Management.
Value at Risk percentile calculation, estimating maximum expected loss at given confidence levels for perpetual futures.
Probability estimation of maximum drawdown magnitude based on current volatility and leverage conditions.
Measures the probability and expected magnitude of extreme price moves beyond normal distribution in perpetual futures.
Optimal position sizing based on Kelly criterion, using historical win rate and reward-risk ratios for perpetual futures.
Measures aggregate leverage levels across the market, identifying overleveraged conditions and cascade vulnerability.
Estimates expected execution slippage based on current order book depth and trade size in crypto perpetual futures.