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Topic: Deleted (Read 197 times)

brand new
Activity: 0
Merit: 0
May 25, 2019, 04:11:20 AM
#4
Great site, but need to implement a lot more to give proper look.
jr. member
Activity: 54
Merit: 6
April 19, 2019, 06:10:46 PM
#3
This is a great index.  Most of the other indices out there (the Bloomberg/Galaxy index comes to mind) are weighted heavily toward a few coins.  And they don't adjust for changes in market cap over time. 

Have you done any work with regard to the ability to create a product which mimics the index (based on liquidity, custody, trading costs), I'm wondering whether it is realistic to create a fund to track this index, and what you think tracking error would be with such a product.  I'm assuming you would rebalance that portfolio daily or weekly or based on subscriptions or redemptions to the fund.

Either way, as you point out, this is a much better data set than looking at total market cap.  I just read the thesis on your website.  Can I ask why you chose the index base that you did - i.e. why Laspeyres instead of Paasche)?


You are the OP.  Why are you asking yourself questions?
newbie
Activity: 1
Merit: 0
April 11, 2019, 11:15:00 AM
#2
This is a great index.  Most of the other indices out there (the Bloomberg/Galaxy index comes to mind) are weighted heavily toward a few coins.  And they don't adjust for changes in market cap over time. 

Have you done any work with regard to the ability to create a product which mimics the index (based on liquidity, custody, trading costs), I'm wondering whether it is realistic to create a fund to track this index, and what you think tracking error would be with such a product.  I'm assuming you would rebalance that portfolio daily or weekly or based on subscriptions or redemptions to the fund.

Either way, as you point out, this is a much better data set than looking at total market cap.  I just read the thesis on your website.  Can I ask why you chose the index base that you did - i.e. why Laspeyres instead of Paasche)?
hero member
Activity: 908
Merit: 657
March 23, 2019, 01:52:02 AM
#1
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