Ilya KulyatinTo the Moon and Back: a Factor Risk Lens on the LUNA CrashBoris Skorodumov | Ilya KulyatinMay 18, 2022May 18, 2022
Ilya KulyatinPerformance Attribution for crypto sectoral indicesSonakshi Rohra | Ilya KulyatinMay 14, 2022May 14, 2022
Ilya KulyatinA primer on Factor InvestingToday we are going to look at Factor Investing. We’ll start this series of posts with a more general description of risk factor frameworks…May 6, 2022May 6, 2022
Ilya KulyatinTo diversify, or not to diversify, this is the questionIn Cloudwall we are looking into portfolio construction methodologies for digital assets, so this time we review a paper on multi-asset…Feb 4, 2022Feb 4, 2022
Ilya KulyatinMeasuring liquidity in cryptocurrenciesToday we’ll summarize a review of liquidity measures applied to cryptocurrencies, with the objective of showing which low-frequency proxies…Jan 21, 2022Jan 21, 2022
Ilya KulyatinRelevant Stylized Facts About BitcoinWhen building risk and valuation models for a new asset class, we need to first understand the stylized facts about its returns.Jan 7, 2022Jan 7, 2022
Ilya KulyatinBitcoin as a store of value: evidence through Information TheoryFollowing on last weeks promise, today we’ll review another cryptocurrency volatility study. Our interest is again in understanding the…Dec 17, 2021Dec 17, 2021
Ilya KulyatinManaging cryptocurrency risk through Realized Variance forecastingOne of our day-to-day activities at Cloudwall is to build risk management tools for institutional investors. One of the most commonly used…Dec 10, 2021Dec 10, 2021
