Harness Crypto Volatility

Harness Crypto Volatility

The Risk Protocol is a novel DeFi primitive that tokenizes risk.

Initially, at launch, our platform shall be focused on the one risk that is most problematic for digital assets – volatility.

We shall have more details as we get closer to launch.


We are a group with highly specialized financial experience and skillsets and a unique balance of senior investments experience and crypto native talent.

Each of us brings a very specific skillset to the equation and our collective expertise ranges across risk management, derivatives structuring and valuation, quantitative portfolio management and research, advanced econometrics, volatility analysis & forecasting and market microstructure & trading systems. Uniting us is the focus on risk management and quiet conviction in the sea change of opportunities heralded by digital assets.


The Nature of The Beast

This is the first half of a body of research that focuses on analyzing crypto volatility, an attribute found in abundance in the cryptocurrency sector. In this paper we study the statistical properties of returns for the 50 largest cryptocurrencies.

As far as we know, this is the most exhaustive study done to date on cryptocurrency returns and volatility. Using data and insights gleaned from this exercise, we have developed highly sophisticated statistical volatility models that have been empirically proven to provide more accurate forecasts of crypto volatility than either implied or realized volatility.

Part II of this report, to be published in the near future, will focus on the design and development of these models and their initial results.

Get The Report

The most exhaustive study done to date on cryptocurrency returns and volatility.

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