About RiskLoom

Institutional risk infrastructure, built deliberately.

DMCC member. Dubai-based. Built by an operator for desks running leverage exposure.

RiskLoom is built by an operator with 12+ years across data engineering, platform architecture, and analytics, with an early career on the trading floor of a London proprietary firm. The problem it addresses is one the founder lived: price shows that a market has moved, but not whether forced liquidation is building behind the move.

The premise is narrow and deliberate — measure structural liquidation stress across perpetual markets and record what subsequently developed.

RiskLoom is now built for any desk carrying leverage exposure — risk officers, prop traders, market makers, exchanges, funds, and family offices — who need the same view.

Methodology

Engineering rigor, reproducible from source data.

The full methodology is disclosed at evaluation, under NDA. What follows is the high-level architecture — four instrumentations, each reproducible and reconcilable to source data.

01 · CRI

Per-market calibration

Liquidation thresholds are calibrated per market from that market's own trailing distribution, so what is extreme for a large-cap is not confused with ordinary noise in a smaller name.

02 · Cross-Venue

Hyperliquid research overlap

Where a market is listed on Hyperliquid, the Terminal shows per symbol how many of its L3 cascades also appear in Hyperliquid liquidation history. This is research data ingested with a 1–2 day lag: a co-occurrence check, not a live or independent confirmation.

03 · Clustering

Cross-Asset Cascade Clusters

Two or more markets with realised L3 cascades of at least $10M peaking within 20 minutes, recomputed from the five-minute liquidation record.

04 · Reconciliation

Atomic, five-minute notional

Liquidation figures are real, atomic, five-minute forced-liquidation value — not rolling aggregates that flatter the headline. Exchanges publish only a sample of liquidations (Binance: at most one per market per second), so totals are lower bounds.

Production Timeline

Milestones, in production.

Jun 2026

Hyperliquid research data

Hyperliquid liquidation history ingested from June 2026 (back-filled to July 2025), with a 1–2 day lag, for research comparison of listed markets.

2026

Cross-Asset Cascade Clusters

Realised multi-market ≥$10M L3 cascades peaking within 20 minutes, recorded with the events that compose them.

Company

Structure.

Legal Entity
RiskLoom Technologies FZCO
DMCC member · Dubai, UAE
Disciplines
Engineering · Quantitative Research · Trading
Lean by design — operators close to the product, direct founder access during evaluation.
Approach

Built by operators, not generalists.

RiskLoom is built by a team with hands-on backgrounds in data engineering, quantitative research, and institutional crypto trading. Based in Dubai: RiskLoom Technologies FZCO is a DMCC-licensed free zone company. The product is held to one standard: every public claim reconciles to a documented, reproducible event.

The Institutional Standard

Every public claim reconciles to a documented event.

Institutional discipline

Every claim is reconcilable to SQL. Numbers shown anywhere can be traced to the data that produced them.

Audit-grade

Source hashes, manifest-backed outputs, reproducible during evaluation. Built for diligence.

No predictions, no signals

Detection and measurement only. RiskLoom does not forecast price or generate trades.

Deterministic outputs

Deterministic given stored inputs. Recent records are recomputed as data arrives, and every restatement is documented.

trials@riskloom.ai
terminal.riskloom.ai
DMCC member · Dubai, UAE
Request institutional briefing →