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Tag: Value at Risk (VaR)

HomeAll PostsTag: Value at Risk (VaR)

STEELLDYThrough Steelldy consulting company, I assist companies, fintechs, and institutions in two key areas: ◙ Economic and financial statistical modeling via our DaaS & SaaS software (macroeconomic index platform). Analysis of the transition to a multipolar world: stablecoins, gold, copper, precious metals, industrial metals, oil, dollars, euros, yuan, yen, rubles, CBDC, BISIH, mBridge, Unified Ledger, BRICS, and global regulations. ◙ Web3 Law & Taxation Legal and Tax structuring of blockchain-based projects, RWA, tokenization, cryptocurrency (stablecoins, CBDC), decentralized autonomous organizations (DAO), MiCA compliance, ISO 20022, AI, MANBRIC/biotech technologies, robotics, smart cities, and ESG taxonomy.

Vertical shot of a SpaceX rocket tower against a blue sky in Dubai, UAE.

Analyse de marché

State and Evolution of SpaceX Stock Price (SPCX)

SpaceX's historic June 12, 2026 IPO, priced at $135/share, raised $75 billion, valuing the company at $1.77 trillion. The stock opened at $150 (+11.1%), hit $176.52 intraday, and closed between $160-$173 (+19-28%), pushing its market cap above $2.1 trillion. The central thesis highlights severe negative convexity, typical of hyper-valued tech IPOs, with a 2025 revenue…

06/15/20260Comments

ByOleg Turceac

SpaceX Dragon spacecraft in orbit, highlighting advanced space technology with cloud backdrop.

Analyse de marché

Liquidity Trap Scenario : Gold < $4,150, Oil ~$88 Stabilization – Integration with SpaceX IPO Retail Influx and Systemic Market Crash Risks

Executive Summary The posited Liquidity Trap manifests as a regime where elevated nominal asset prices (gold near recent highs, equities at stretched valuations) coincide with forced liquidations driven by margin calls, collateral constraints, and retail FOMO entry, without corresponding real-economy liquidity expansion. Under conditions of gold stabilizing below $4,150/oz and WTI/Brent oil around $88/bbl (current…

06/11/20260Comments

ByOleg Turceac

En chiffres

Closure of the straits (Malacca/Hormuz). Systemic famine scenario 2026-2028 : in the French context.

Analysis of signals from Steelldy Engine G (maritime AIS), Steelldy Engine F (fertilizer blockages), Steelldy Engine M (semantic panic), and Steelldy Engine O (strait closure probabilities) shows exceptional statistical convergence. Michael Yon's analysis (Feb-Apr 2026) regarding prolonged Strait of Hormuz closure and imminent Malacca Strait threats is now a 78% market reality (95% CI: 72–84%),…

05/02/20260Comments

ByOleg Turceac

Cryptos

Microstructure du marché Bitcoin (BTC/USD). Analyse quantitative de l’Order Flow et dynamiques de liquidité

Sur la période étudiée, le Bitcoin a transité d'un régime de Low Volatility Accumulation (~$88,800) vers un scénario de Crisis Deleveraging, touchant un support technique majeur à ~$66,700, soit un drawdown de -24.8%. L’analyse de l’Order Flow révèle une prédominance du Cumulative Volume Delta (CVD) négatif, confirmant que la baisse n'est pas une simple correction…

02/18/20260Comments

ByOleg Turceac

Cryptos

The Bearish synchronization on the global markets of January 30, 2026. The DeFi Volatility Amplifier and Crypto-FX Beta Modeling

Our analysis confirms the DeFi amplifier hypothesis: the decentralized finance system functions as a pro-cyclical leverage multiplier, amplifying an FX shock (JPY appreciation) into a crypto liquidity crisis with contagion to traditional markets. The observed correlation, a BTC/USDJPY beta of -3.5x, reveals a three-step transmission mechanism: the unwinding of the carry trade, the collapse of…

Risque systémique de Short Squeeze sur l’argent AG. Analyse microstructurelle des huit banques Bullion et modélisation de contagion

Le marché de l'argent physique révèle une crise de liquidité majeure au 10 janvier 2026. Le prix spot a bondi de 115% par rapport à octobre 2025 à $79.42/oz, accentuant la pression sur les vendeurs à découvert. Le premium à Shanghai est extrêmement élevé (+400% vs historique), signalant un drainage intense du métal physique vers…

Red Alert: A dovish Fed could trigger a $2 trillion “Unwind” in a few weeks

The amplification mechanism relies on the scissors effect between accommodative US monetary policy (Fed rate cuts of -25 to -50 bps towards 2026) and a tightening by the Bank of Japan (+25 to +75 bps). This divergence, exacerbated by a 10x leverage for hedge funds, leads to a compression of the carry trade spread, making…

11/25/20250Comments

ByOleg Turceac

Analyse de marché Cryptos

Markets

MSTR is a tail risk, not a systemic risk

"MSTR is a leveraged call option on BTC with a 270% premium. It’s an asymmetric bet for speculators, not a core holding. If it blows up, it hurts those involved, but it won’t crash the S&P 500." Analysis of MicroStrategy (MSTR) as a “Call Option” Disguised as a Stock, with extreme Tail Risk. ❶ The stock…

09/30/20250Comments

ByOleg Turceac

Tag: Value at Risk (VaR)

State and Evolution of SpaceX Stock Price (SPCX)

Liquidity Trap Scenario : Gold < $4,150, Oil ~$88 Stabilization – Integration with SpaceX IPO Retail Influx and Systemic Market Crash Risks

Closure of the straits (Malacca/Hormuz). Systemic famine scenario 2026-2028 : in the French context.

Microstructure du marché Bitcoin (BTC/USD). Analyse quantitative de l’Order Flow et dynamiques de liquidité

The Bearish synchronization on the global markets of January 30, 2026. The DeFi Volatility Amplifier and Crypto-FX Beta Modeling

Risque systémique de Short Squeeze sur l’argent AG. Analyse microstructurelle des huit banques Bullion et modélisation de contagion

Red Alert: A dovish Fed could trigger a $2 trillion “Unwind” in a few weeks

MSTR is a tail risk, not a systemic risk

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Webus International, société chinoise, lance un fonds de gestion de trésorerie d’entreprise de 300 millions de dollars en XRP