Ryan Greaves
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Research shows the BNC-BTSE basket indices have outperformed their individual assets and delivered better total and risk-adjusted returns even in the most volatile trading environments.
Sector indices are common in equities markets. Brave New Coin uses its extensive crypto-asset taxonomy to produce indices reflecting different segments of the crypto industry.
Bitcoin options have long suffered from low liquidity, but with volatility high since the mid-March pullback and the mining reward halving, options have rebounded. Recently, market-wide open interest surpassed one billion dollars for the first time.
Aggregating market data from over 240 non regulated exchanges across 5000 market pairs presents a number of problems in maintaining data quality. Stale prices, exchange outages, inverted markets, miscalculated tickers and missing quotes are all common occurrences.
Bitcoin's price volatility has continued to rise since it surpassed 2018's high in mid-March.