Title: Quantitative Altcoin Analytics report Post by: actrader on July 30, 2017, 05:56:42 PM 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 |