KintechsRisk Monitor
The full Kintechs dataset, recalculated daily. Hover any chart for exact values.
Data as of –
Market risk · Kintechs Reference Portfolio
Model allocation of 50% BTC, 30% ETH and 20% USD stablecoins, rebalanced daily. VaR at 99% on 1-day and 10-day horizons: historical over a 250-day window and EWMA with λ = 0.94.
- Historical VaR 1D
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- EWMA VaR 1D
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- Historical VaR 10D
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- EWMA VaR 10D
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- Breaches, 365d
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- Max drawdown
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- Expected shortfall 97.5%, 1D
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- Expected shortfall 97.5%, 10D
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- Basel traffic light
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- Breaches, 250d
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- Kupiec p-value
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- Christoffersen p-value
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| Portfolio size | VaR 99% | Exit cost | LVaR |
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Volatility and correlation
Realised volatility from daily log returns, annualised with √365. Correlation over the last 90 days.
| Asset | Price | 7d | 30d | 90d | 1y | Vol 30d | Vol 90d |
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Liquidity · BTC order books
Estimated cost of a market sell, from walking the live bid side of each venue's order book. "Beyond book" means the order is larger than the depth the venue publishes.
| Venue | Spread | Bid depth 1% | Ask depth 1% | Bid share | $1m sell | $10m sell |
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| Venue | Spread | Bid depth 1% | Ask depth 1% | Bid share | $1m sell | $10m sell |
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Derivatives
Perpetual futures across OKX, Hyperliquid, Deribit and Kraken Futures; options and dated futures on Deribit. Full derivatives analytics →
- BTC perp OI
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- BTC funding, OI-weighted
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- BTC DVOL
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- BTC 3M basis, ann.
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- BTC 30D 25Δ RR
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- Options put/call OI
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Stablecoins
USD-pegged stablecoin supply, concentration by issuer, distribution across chains and deviation from the $1 peg.
- Total supply
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- Issuer HHI
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- Largest issuer share
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- Largest issuer 30d
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| Issuer | Mechanism | Supply | Share | 30d | Price | Peg | Status |
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Exchanges · reported reserves
Assets held in wallets disclosed by centralised exchanges. Concentration measured by the Herfindahl-Hirschman index across all reporting exchanges.
- Reported reserves
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- Exchanges reporting
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- Concentration HHI
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- Largest share
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- BTC perp OI / market cap
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| Exchange | Reserves | Share | 1d | 7d | Status |
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Macro linkages
Rolling 90-day correlation of daily BTC returns with US equities, the dollar and 10-year Treasury yields.
| Series | Last | BTC corr. 90d | As of |
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On-chain activity
- BTC hash rate, EH/s
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- BTC active addresses
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- BTC transactions
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- ETH active addresses
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- ETH transactions
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