Value At Risk (VaR) If you open a position right now
The calculation of VaR provides the probability that an asset (a currency pair, a share, a portfolio, etc.) exceeds a certain loss over a given time. In our tool, this probability is calculated based on past evolution. For instance, if we find that 3 times out of 10 the Euro/Dollar pair goes down 40 pips in 10 hours or longer over the last 100 days, we could say that the probability that a stop at -40 pips is reached over the next 10 hours is of 30%.
This calculation method had limitations. To be completely valid, the distribution of variations is supposed to follow a normal distribution, which isn't the case in practice. Therefore, it's advisable to interpret results with caution and not to use it as anything other than a complementary tool.
In the tool below, you need to enter the pair to be studied, the timeframe, the amount of historical data to use for the study, as well as the duration of trading in time units. We'll give you the distribution of variations.
Calculations are done in real-time.
Trading tools
The following tables represent the correlation between the various parities of the foreign exchange market. The charts give precise details on the correlation between two parities. They show the history and the distribution of the correlation over a given period.
The currency index represents the evolution of a currency relative to the entire forex. The index is the average of one currency compared to others. The chart representation makes it easy to view trends by currency.
Table of the volatility for several currency pairs. The volatility is given in pip and dollar.
The charts below show many types of price distribution. Every graph is updated in real time.
Position sizing calculator. The tool gives the best size of the position for forex trading.
Table of the value for the currency pair. The pip value of forex pairs is calculated in real time.
Value at risk (VaR) is a tool to measure the risk of loss on a portfolio. Our interactive tool allows you to measure VaR in forex.
