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Value at Risk (VaR) for Crypto Currencies

The quantitative analysis team of the BBL made a simple prototype of Value at Risk calculator for the daily crypto currency prices.  Numerical tool of the implementation is R and published in Shiny R-Studio server.

Crypto Currency VaR


Prediction for Tomorrow

Base on the GARCH model, we predict the return of crypto currencies. Try our model below.

Prediction for Tomorrow


Team members:  Christos Angelopoulos, Davin Poonai, Ji Will

Mentors: Prof. Stoyan Stoyanov, Prof.  Aaron Kim