INTERACTIVE DEMOS

Financial Services

Solana DEX Real-time Analytics Insurance Underwriting Risk Scoring Intraday Portfolio Risk (VaR)AML Transaction Screening

A quantitative hedge fund runs a $2.8B equity portfolio across 1,200 positions. Their risk desk needs intraday Value-at-Risk updated every 30 seconds as market prices move — not the overnight batch VaR that's 16 hours stale by market open.

⚠Overnight VaR missed a $14M intraday drawdown last quarter because the model didn't reflect the morning's volatility spike until the next day.

LIVEmarket_ticks

ticker	price	volume	bid	ask	ts
NVDA	878.35	142300	878.3	878.4	2024-03-15T14:30:01.112Z
NVDA	862.18	389700	862.1	862.25	2024-03-15T14:30:31.204Z
NVDA	841.45	612400	841.3	841.6	2024-03-15T14:31:01.087Z
AAPL	173.22	85400	173.2	173.25	2024-03-15T14:30:01.318Z
AAPL	172.98	91200	172.95	173	2024-03-15T14:30:31.442Z
TSLA	162.87	204100	162.8	162.9	2024-03-15T14:30:01.507Z

Streaming SQLRunning

▶Compute 30-second rolling volatility per ticker✓

CREATE MATERIALIZED VIEW ticker_volatility AS
SELECT
  ticker,
  window_start,
  COUNT(*) AS tick_count,
  AVG(price) AS avg_price,
  STDDEV_SAMP(price) / AVG(price) AS realized_vol,
  (MAX(price) - MIN(price)) / AVG(price) AS price_range_pct,
  LAST_VALUE(price ORDER BY ts) AS last_price,
  (LAST_VALUE(price ORDER BY ts) - FIRST_VALUE(price ORDER BY ts))
    / FIRST_VALUE(price ORDER BY ts) AS return_30s
FROM TUMBLE(market_ticks, ts, INTERVAL '30 SECONDS')
GROUP BY ticker, window_start;

▶Aggregate portfolio VaR using position weights✓

portfolio_varauto-updating

portfolio	var_95	var_99	total_exposure	largest_contributor	updated_at
GLOBAL_EQUITY_ALPHA	27.1	38.3	2847.2	NVDA	2024-03-15T14:31:00.000Z
SECTOR_ROTATION_B	8.4	11.9	612.5	NVDA	2024-03-15T14:31:00.000Z

✓RisingWave recalculates portfolio VaR every 30 seconds. When NVDA drops 4.2% in 10 minutes, the desk sees the portfolio's 95% VaR jump from $18.3M to $27.1M within one update cycle.

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