Deterministic risk gate

Four risk views. One decision boundary.

DeltaZero evaluates pseudo delta neutral DeFi positions through Strategy Build, Hedge-Drift Auditing, Funding Stress Testing, and Monte Carlo Sensitivity. The result is a reproducible recommendation to rebalance, reduce, or exit before capital is deployed.

4 RISK MODULES
01

Strategy Build

Construct a pseudo-delta-neutral strategy from capital, yield, funding, risk tolerance, and target-style assumptions.

  • Long and short allocation
  • Hedge ratio
  • Net carry
  • Safety Buffer
Build a strategy
02

Hedge-Drift Auditing

Inspect an existing long-and-short structure to identify hedge mismatch, capital risk, and corrective action.

  • Current hedge drift
  • Net delta
  • Capital at risk
  • Rebalance guidance
Audit hedge drift
03

Funding Stress Testing

Apply deterministic funding, yield, price, and collateral shocks to measure post-stress resilience.

  • Funding-rate shock
  • Post-stress equity
  • Impairment breakdown
  • Operator action
Run funding stress
04

Monte Carlo Sensitivity

Simulate bounded stress paths to reveal tail impairment, breach probabilities, and the largest risk drivers.

  • P95 and P99 impairment
  • Safety Buffer breaches
  • Hedge-drift probability
  • Sensitivity drivers
Run Monte Carlo