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Quantitative Analysis

Analyzing specific securities and portfolios with mathematics, statistics, and data to estimate return, volatility, and risk.

Manhattan Crypto Capital Stage 03 quantitative analysis card for Strategy (MSTR), showing a maximum drawdown of 82.6 percent over three years, 76.5 percent volatility, a daily 99 percent expected shortfall of 12.26 percent, a bitcoin beta of 1.295, and a theoretical sizing range of 1.0 to 2.5 percent of book.

Manhattan Crypto Capital Stage 03 quantitative analysis card for Strategy (MSTR), showing a maximum drawdown of 82.6 percent over three years, 76.5 percent volatility, a daily 99 percent expected shortfall of 12.26 percent, a bitcoin beta of 1.295, and a theoretical sizing range of 1.0 to 2.5 percent of book.

Strategy (MSTR) | MCC Quantitative Analysis

Stage 02 asked what MSTR is. Stage 03 asks what it does to a portfolio. Maximum drawdown of 82.6 percent against a 25 percent hard cap, never recovered after 646 days. Volatility 76.5 percent, daily 99 percent expected shortfall -12.26 percent, beta to bitcoin 1.295 but ranging 0.68 to 1.83. MSTR underperformed its own beta by 26.2 points in a year. Nine sizing methods span 2.0 to 13.1 percent of book; the tail-based ones converge on 1.0 to 2.5 percent. Disposition ADVANCE WI

Zaid Khan

Aug 301 min read

Ethereum / U.S. Dollar (ETH/USD)

Ethereum / U.S. Dollar (ETH/USD)

Ethereum / U.S. Dollar (ETH/USD)

Ethereum at $1,906.69 has broken its downtrend and formed an ascending recovery channel. Our institutional read: the Fibonacci roadmap to a $2,424 target and the buy zones that define disciplined accumulation.

Zaid Khan

Jul 3013 min read

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