Hi,
In order to keep track of the altcoin market I have created a report which calculates various metrics on current and historical Altcoin data. I am sharing this report regularly (at least weekly) by e-mail (for free). In case someone is interested please contact me in order to be added to the mailing list. The report includes (amongst other) the following metrics:
High - All time high of respective currency (in USD)
SD dec - Standard devation with decay of 0.9
SD mag - Standard devation with equal weights to relative to standard devation with decay
SD down - Standard devation of all negative returns (removes upside risk from risk measure)
Traded vol - Traded volume of respective altcoin
BTC cor - Correlation of altcoin with Bitcoin
frfl - Free float of altcoin
Additionally there are regression number on how much of return is explained by BTC movement and an indication of fear/momentum in the total Altcoin market.
Attached are screenshots of the report, let me know in case your interested.
Kind regards,
http://imgur.com/a/oPYTb
Topic: Quantitative Altcoin Analytics report (Read 232 times)
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