Quiver Risk Brain

Deterministic perpetual-futures risk. Given a position (entry, size, margin/leverage, maint-margin/maxLeverage), returns the exact liquidation price, the % adverse move to liquidation, effective leverage, and (if a funding rate is given) the funding drag. Pass a Hyperliquid `symbol` (e.g. BTC) to au

Cross-venue portfolio risk. Given positions across venues [{venue, asset|symbol, side, size, entryPrice, margin|leverage, maxLeverage|marginTiers}] — OR just account: a Hyperliquid 0x address, whose FULL live book (positions, margins, account equity, the venue's own liquidation prices) is pulled key

Deterministic position sizing (fractional Kelly) + risk-of-ruin. Given an edge — discrete {winProb, winLossRatio} or continuous {expectedReturn, volatility} — and a bankroll, returns the fractional-Kelly size and the probability of ever drawing down to 50/75/90%. The direct antidote to over-betting:

Deterministic execution-quality / fair-fill verification. Given a completed swap (amountIn, amountOutRealized) plus either the pre-trade pool reserves+fee (constant-product) or a fair reference price, returns how many basis points the fill lost to ADVERSE execution (sandwich/MEV/stale) beyond the un

Portfolio greeks (delta/gamma/vega/theta/vanna/volga) + SPAN-style scenario margin for an options book on Black-76. Given a list of legs {type, strike, expiryDays, iv, quantity(signed)} and a forward, returns aggregate greeks, first-order P&L per underlying move, and the worst-case loss over a price

Forward-looking liquidity-provision risk. Given a realized price ratio (for impermanent loss) and/or a volatility + horizon (for expected divergence / LVR), returns the closed-form IL, the expected −σ²T/8 divergence, and — with a fee APR — the net forecast and breakeven volatility (the vol above whi

Stablecoin / on-chain treasury risk. Given a book of positions [{asset, amountUsd, apyPct, venue, chain, pegTarget, depegProbAnnual}], returns concentration (Herfindahl by asset/venue/chain + breaches over a limit), depeg stress (explicit scenarios + a worst-single-depeg scan), weighted and risk-adj

Batch the content-hashes from many Quiver proof envelopes into ONE Merkle root plus per-item inclusion proofs, so a single on-chain anchor (your wallet's tx) attests all of them at once. Self-checked for completeness (every item verifies) and soundness (a non-member does not). Use to make a batch of

Options-implied expected move around a scheduled event (FOMC/CPI/earnings/etc.). Given spot, ATM implied vol, and days-to-event, returns the 1σ move, the straddle-implied expected ABSOLUTE move (risk-neutral E|ΔS|), and the probability of exceeding move thresholds. Given the vol term structure acros