Institutional-grade cascade risk intelligence for cryptocurrency perpetual futures markets. In continuous production since January 2025. DMCC member, Dubai.
RiskLoom builds institutional-grade cascade risk intelligence for cryptocurrency perpetual futures markets. The premise is narrow and deliberate: instrument the structural pressure that precedes forced selling, with enough lead time for a desk to act before liquidations hit price.
By the time a liquidation cascade is visible in price, it is already too late to act on it. RiskLoom surfaces the loaded state beneath the tape — typically minutes to hours before the cascade fires — so risk officers, prop traders, market makers, exchanges, funds, and family offices carrying leverage exposure can reposition first.
Built and run in continuous production since January 2025, the platform has been validated against hundreds of documented cascades across real market conditions. Every public claim reconciles to a source-hashed event in the archive.
Per-symbol p99 calibration. Cross-venue validation. Permutation-tested statistical claims. The methodology has compounded in production since the first detection.
The CRI engine goes live, detecting and documenting its first liquidation cascade under real market conditions.
The verified archive crosses 100 reconcilable cascade events, each with source hash and inputs.
Hyperliquid integration adds CEX/DEX cross-venue validation as a first-class signal.
Permutation-tested cluster detection identifies correlated cascade onset across markets.
Per-symbol p99 recalibration sharpens the canonical archive; monitoring spans 30 markets — 8 deep, 22 accruing depth forward.
Directional sizing layer planned, paired with regime and explicit confidence semantics.
Dubai-based, engaging institutional counterparts across the global financial calendar.
RiskLoom is built by a team with backgrounds in data engineering, quantitative research, and institutional crypto trading. Based in Dubai, DMCC member, expanding through 2026.
Every claim is reconcilable to SQL. Numbers shown anywhere can be traced to the data that produced them.
Source hashes, manifest-backed outputs, reproducible during evaluation. Built for diligence.
Detection and lead time only. RiskLoom does not forecast price or generate trades.
Same inputs always produce the same outputs. No hidden state, no silent drift.