OUR Mission
The Digital Currency Index Coin gives you direct access to the Top 30 Digital Currencies evaluated by their market cap and project scope to ensure you’re diversified for long term market sustainability.
The Digital Currency Index Coin gives you direct access to the Top 30 Digital Currencies evaluated by their market cap and project scope to ensure you’re diversified for long term market sustainability.
The Digital Currency Index (DCI) was designed as an index of the top market cap cryptocurrencies that show long term sustainability. The Digital Currency Index Coin (XIC) is designed to give participants access to a diversified portfolio of the top coins while also supporting projects designed to drive consumption of digital currencies.
Our process is to simulate millions of possible future single-year market prices, based on the historic volatility and correlation of returns using the last 1 year of data. We factor in a penalty for the newest coins that have less history and a chance of going to zero using a scoring function based on quantitative and qualitative features.
Within the simulation we can report maximum days of loss, expected return, expect 95th percentile return/loss and the expected sharp ratio. More importantly, within this simulation, we perform an optimization using a genetic algorithm to develop an optimal portfolio. After each simulation, we rebalance the portfolio by up-weighting top performing assets and down-weighting poor performing assets until we create an optimal portfolio of 30 coins across all future scenarios in terms of both minimizing volatility and maximizing return.
Meet the team behind the Digital Currency Index
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Information contained herein is obtained from sources believed to be reliable, but its accuracy cannot be guaranteed. It is not designed to meet your personal situation – we are not financial advisors nor do we give personalized advice. The opinions expressed herein are those of the publisher and are subject to change without notice. It may become
outdated and there is no obligation to update any such information.
Recommendations in Digital Currency Index publications should be made only after consulting with your advisor and only after reviewing the prospectus or financial statements of the company in question. You shouldn’t make any decision based solely on what you read here.