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Documentation

Volatility Analysis

The variation in time series data

Correlation Analysis

The co-movement of two or more time series

Systemic Risk Analysis

Estimating the capital shortfall of firms given a financial crisis

Long Run Value at Risk

Estimating extreme left tail returns for time series

Liquidity Analysis

Estimating the amount of price friction caused by trading an asset

Fixed Income Analysis

Forecasting future interest rates

Climate Risk Analysis

Measuring and hedging the risks of climate change