Analytics solutions
A comprehensive breakdown of Kaiko's Analytics endpoints.
Our analytics products leverage the foundation of our Market Data and DeFi products and build upon them to deliver cutting-edge analytics built with the same standards of traditional finance. The analytics provide insights into key market indicators including pricing, risk, volatility, and liquidity.
Our analytics products employ a unique blend of proprietary methodologies and aggregations of our own data sources to deliver unparalleled insights beyond what can be obtained from raw data products alone. This multidimensional approach allows us to glean valuable insights for the whole crypto market.
Aggregated Quotes
Aggregated Quotes provides a computed real-time price that considers the bids and best asks across a highly-vetted selection of exchanges, meaning you can get a comprehensive view of demand, without the need to monitor exchanges individually.
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Cross Prices
Cross Prices calculates a synthetic price when there is no liquidity (historic trades) between two assets (fiat or digital). Let's say, for example, there was no liquidity between NEXO and GBP, but you need a price. To calculate this, the liquidity engine will use a series of intermediary assets where there is liquidity (lots of trading history) to calculate the price for NEXO > GBP. To demonstrate how this calculation works, the engine might take the price for NEXO > BTC (where there is plenty of liquidity) and then the price of BTC > GBP (where there is also lots of liquidity) and combine the two to determine a robust synthetic price for NEXO > GBP. The engine will always use the path of highest liquidity, meaning several intermediary assets might be used. The methodology is developed with global tax and accounting standards in mind. Additionally, our robust price aggregation method reduces the impact of outliers in terms of volume and price, meaning you can trust the price returned.
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Implied Volatility
Assess future fluctuations of prices in the options market, manage your risk, and better price options contracts. Leverages IV Smile and IV Surface methods.
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Market Metrics
Market Metrics enables seamless analysis, with the flexibility to focus on both individual assets and exchanges. Dive into granular trade, order book, and on-chain data to gain a comprehensive market outlook.
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OANDA FX Rates
Price over 70 FOREX pairs with IFRs-Compliant rates for tax and compliance purposes.
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Portfolio Valuation
Effortlessly value your entire portfolio into any fiat currency. Gain insights into the value, and distribution of your investments and their respective weightings. Fully customizable by exchange time window, and update frequency.
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Robust Pair Prices
Robust aggregation pricing methodology across all or specified exchanges. Tackle complex tax reporting and audit valuation challenges, accurately value your portfolios, and power internal analytics with stable and outlier-resistant pair prices that aggregate data from over 100 exchanges.
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VAR Estimator
Monitor your portfolio risks, optimize your strategy, and perform risk simulations with this Value-at-Risk estimator.
Reminder: A VaR estimator uses historical market data and statistical analysis to estimate the maximum potential loss that a portfolio is likely to experience over a defined time period (target horizon) with a given level of confidence, expressed as a percentage between 90% and 99%.
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