Ryan Greaves
More from this author
Performance Review: Basket Indices vs Individual Assets
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.
Data Snippet – BNC Exchange Token Index outperforms Bitcoin in the first quarter of 2020
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.
Data Snippet – Increased interest in out-of-the-money Bitcoin options echoes uncertainty surrounding halving effect
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.
Content – Data Quality – Shared order books and correlation
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.
Data Snippet – Bitcoin volatility surges past previous high
Bitcoin's price volatility has continued to rise since it surpassed 2018's high in mid-March.
