Labs models
A card for every model: what it computes, on which data, how it is reviewed every 14 days and where it stops working. Formulas and parameters stay private.
Liquidation map
Estimates the price levels where long and short liquidations are likely to cluster.
Monte Carlo
Simulates thousands of price paths that follow current volatility and the time of day, and shows how likely a chosen level is to be touched.
Value at Risk
Shows how much a position can lose over an hour, a day or three days, at the close and at the worst point within the period.
Liquidation risk
Estimates the probability that a leveraged position is liquidated within an hour to a week, and the leverage that keeps that risk low.
Execution cost
Uses the order books of five venues to show what a market order of a chosen size really costs and which venue is cheapest.
Backtest check
Checks whether a backtest result is real or just the best of many lucky parameter tries.
Backtest and risk models will appear here as they ship in Labs.