Indexing crypto

[Dr.PI]

@Dr.PI

Finally I converged to the top 20, which for extremely top-heavy crypto market is already very deep into low weights. I finally took a relaxed approach to it and proceed pragmatically, not trying to rigidly follow my own rules.

I am pretty satisfied with my top 20 market cap weighted index solution. I manage to buy rising coins when they enter the second decade before rising to top 10, like TON just now. SHIB had also jumped recently from something around #17 to currenly #10 . Even BCH made a feat, I can say.

A new addition this month is NEAR (#16). On the other hand, during the last few months I have removed from the index and sold ETC (currently #21, just at the limit to be included), ATOM, XLM, XMR. Particularly XMR is sinking.

The rebalancing is rather tedious, but it’s ok to do it once per month.

[Dr.PI]

Very much related to indexing approach, but demonstrates that data are not that reliable

TON Market Cap Plunges by Billions After Fixing Inflated Supply Data - Decrypt

[vsmt]

MSCI also has crypto indexes:

Digital Assets Solutions

FWIW, there‘s at least one ETP tracking the MSCI Digital Assets Select Top 20 Capped Index

DA20 | Bitwise MSCI Digital Assets Select 20 ETP | DE000A3G3ZL3 | Bitwise