6) How Value-at-Risk (VaR) is calculated at Darwinex - Part II

In part II of this tutorial, we describe how Value-at-Risk is actually calculated at Darwinex.
We describe how we construct monthly snapshots of trading positions from the last 45 market days worth of position-taking by the trader.
We then describe how we conduct Monte Carlo simulations over this dataset using the D-Leverage and Duration for each position in each snapshot to simulate returns over the EUR/USD's last 1 year worth of price data, and why.
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Topics: #darwinex #var #risk #montecarlo #trading #dleverage

[@Antho7a]

Good rhythm on the video for explanations. You don't explain though how you go about choosing 21 representative days out of a 45-day period. That's nearly 4 thousand billions different possibilities, and you say you are choosing only 20 out of these... Maybe cos would be too long to explain? In that case another video on the topic would be interesting too.

[@Darwinexchange]

Thank you for your kind comments and feedback @A - much appreciated!
The presenter stopped short of explaining more in-depth, the logic behind those choices as that is Darwinex's intellectual property.
But based on your thoughts here, very happy to see that you appreciate the complexity behind the problem :) Thank you so much for your interest!

[@aaronvillegas1098]

@@Darwinexchange I would also like to know the answer to this question. How do I gain access to your minds? I want to join Darwinex.