Stress Test Scenario

A method to query data from our stress test scenario models. Data returned includes hypothetical price, volatility and performance impacts of various historical market shock scenarios. Traditional examples might often include what a given portfolio's value would be if the Lehman brothers crisis unfolded again. Using our custom factor clusters, we provide an extensive range of scenarios for capital markets (ie great depression, Lehman Brother, AIG, terrorist attacks) and specific to crypto (Mt. Gox collapse, Silk Road, Bitfinex hack, China bans, major legal and regulatory cases, Bitcoin ETF rejections, announcements of crypto platforms with major global corporations) and much more.

How to use Paradigm data in Excel & Googlesheets with Cryptosheets

This article demonstrates three examples of how to pull Paradigm API data into your spreadsheet using the side panel console, custom functions and templates.

Explore more Paradigm endpoints here

Example Parameters:

  • limit: 100
  • page: 1
  • sort: ``
  • order: asc
  • excl_cols: ``
  • market_cap_usd: ``
  • name: Ethereum
  • Greece Financial Crisis - 2015: :[price]
  • volume_usd: ``
  • Dot Com Crisis - 2001: :[price]
  • Flash Crash - Mar 2010*: :[price]
  • Great Depression - 1933: :[price]
  • Japan Earthquake in Mar 2011: :[price]
  • Lehman Default - 2008: :[price]
  • Libya Oil Shock - Feb 2011: :[price]
  • LTCM: :[price]
  • Black Monday - 1982*: :[price]
  • Bear Stearns (1st Fund) - 2008: :[price]
  • 0: ``
  • Oil prices Drop - May 2010: :[price]
  • price_usd: ``
  • Russian Debt Default - 1998: :[price]
  • SPX 666 - 2009: :[price]
  • Russian Financial Crisis - 2008: :[price]
  • AIG - 2009: :[price]
  • Debt Ceiling Crisis & Downgrade in 2011: :[price]
  • VIX ETP Flash Crash: :[price]
  • Terrorist Attacks - 9/11/2001: :[price]
  • symbol: BTC

Excel:

=CS.QUERY("Paradigm","Stress Test Scenario",{"limit","100";"page","1";"sort","";"order","asc";"excl_cols","";"market_cap_usd","";"name","Ethereum";"Greece Financial Crisis - 2015",":[price]";"volume_usd","";"Dot Com Crisis - 2001",":[price]";"Flash Crash - Mar 2010

Googlesheets:

=CSQUERY("Paradigm","Stress Test Scenario",{"limit","100";"page","1";"sort","";"order","asc";"excl_cols","";"market_cap_usd","";"name","Ethereum";"Greece Financial Crisis - 2015",":[price]";"volume_usd","";"Dot Com Crisis - 2001",":[price]";"Flash Crash - Mar 2010

NOTE: Some international users may need to substitute commas "," in custom functions with semicolons ";" so for something like =CS.TA("BTC","USD") try =CS.TA("BTC";"USD") instead

Usage

Cryptosheets data can be pulled through multiple interfaces:

Setup

Setup

  1. Install the Cryptosheets add-in from the Microsoft AppSource Store

  2. Install the Cryptosheets add-in from the Google GSuite Marketplace

  3. After it is installed, make sure you are logged into your Cryptosheets account through the Cryptosheets side panel

Using the console

Using the console

  1. From the Cryptosheets Excel ribbon click data
  2. From the Googlesheets Add-ons menu click Cryptosheets then select Launch side-bar
  3. Type in Paradigm... then click on Stress Test Scenario
  4. Scroll through the console parameters and input your values
  5. Select the cell you want to place the data into
  6. Click make request

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Using custom functions

Using custom functions

Tip: For both Excel and Googlesheeets you can use either the QUERY or QUERYA custom function

  1. Excel In any cell type the following:

=CS.QUERY("Paradigm","Stress Test Scenario",{"limit","100";"page","1";"sort","";"order","asc";"excl_cols","";"market_cap_usd","";"name","Ethereum";"Greece Financial Crisis - 2015",":[price]";"volume_usd","";"Dot Com Crisis - 2001",":[price]";"Flash Crash - Mar 2010*",":[price]";"Great Depression - 1933",":[price]";"Japan Earthquake in Mar 2011",":[price]";"Lehman Default - 2008",":[price]";"Libya Oil Shock - Feb 2011",":[price]";"LTCM",":[price]";"Black Monday - 1982*",":[price]";"Bear Stearns (1st Fund) - 2008",":[price]";"0","";"Oil prices Drop - May 2010",":[price]";"price_usd","";"Russian Debt Default - 1998",":[price]";"SPX 666 - 2009",":[price]";"Russian Financial Crisis - 2008",":[price]";"AIG - 2009",":[price]";"Debt Ceiling Crisis & Downgrade in 2011",":[price]";"VIX ETP Flash Crash",":[price]";"Terrorist Attacks - 9/11/2001",":[price]";"symbol","BTC"})

  1. Googlesheets In any cell type the following:

=CSQUERY("Paradigm","Stress Test Scenario",{"limit","100";"page","1";"sort","";"order","asc";"excl_cols","";"market_cap_usd","";"name","Ethereum";"Greece Financial Crisis - 2015",":[price]";"volume_usd","";"Dot Com Crisis - 2001",":[price]";"Flash Crash - Mar 2010*",":[price]";"Great Depression - 1933",":[price]";"Japan Earthquake in Mar 2011",":[price]";"Lehman Default - 2008",":[price]";"Libya Oil Shock - Feb 2011",":[price]";"LTCM",":[price]";"Black Monday - 1982*",":[price]";"Bear Stearns (1st Fund) - 2008",":[price]";"0","";"Oil prices Drop - May 2010",":[price]";"price_usd","";"Russian Debt Default - 1998",":[price]";"SPX 666 - 2009",":[price]";"Russian Financial Crisis - 2008",":[price]";"AIG - 2009",":[price]";"Debt Ceiling Crisis & Downgrade in 2011",":[price]";"VIX ETP Flash Crash",":[price]";"Terrorist Attacks - 9/11/2001",":[price]";"symbol","BTC"})

  1. In any console, after selecting the parameters to configure the query string as desired, simply click the radio button to toggle the the function/formula builder, then click the clipboard icon to copy the full formula string and paste it into any cell see detailed examples and tutorial

Hint: If you need help remembering the exact parameters for any function, you can always just type in any cell: =CS.PARAMETERS("Paradigm","Stress Test Scenario") for Excel or =CSPARAMETERS("Paradigm","Stress Test Scenario") for Googlesheets

Using templates

Using templates

  1. From the Cryptosheets Excel ribbon click templates OR click on the templates tab in the browse section
  2. From the Googlesheets Add-ons menu click Cryptosheets then select Templates
  3. Load the template called Query Builder and type Paradigm and Stress Test Scenario
  4. You can also try searching "Paradigm..." for other templates

Signing up for Cryptosheets is free get crypto data in 30 seconds or less

Note: you must have one of the supported versions of Microsoft Office or Excel for custom functions to work. Learn more here

Helpful Resources:

  • Visit the API documentation for Paradigm here
  • See tutorials and examples for Paradigm on the Cryptosheets YouTube channel
  • Troubleshooting: please reference the following troubleshooting code: QUE-1211-355. Learn more here

Tags: Stress Test Scenario Paradigm endpoint