Metrics
All Time Highs/Lows
A method to query data from our all time statistics endpoint. We compare data for the same symbol from multiple global providers and exchanges to analyze discrepencies in reported levels. Data returned includes ATL, ATH, volumes traded on each respective day, percent difference relative to current prices and time elapsed in days since each record price was recorded.
Parameter | Description | Required | Type | Example |
---|---|---|---|---|
Symbol | Query based off of a specific value for Symbol | false | string |
ETH |
Name | Query based off of a specific value for Name | false | string |
Bitcoin |
Provider | Query based off of a specific value for Provider | false | string |
|
Current Price | Query based off of a specific value for Current Price | false | number |
|
Current DatetimeUTC | Query based off of a specific value for Current DatetimeUTC | false | string |
|
ATH | Query based off of a specific value for ATH | false | number |
|
ATHDatetimeUTC | Query based off of a specific value for ATHDatetimeUTC | false | string |
2017-12-17 |
ATHDaysSince | Query based off of a specific value for ATHDaysSince | false | number |
365: |
ATHPercent | Query based off ATHPercent: (ATH - current price) / current price | false | number |
5.3: |
ATHVolume | Query based off of a specific value for ATHVolume | false | number |
|
ATHVolumeBase | Query based off of a specific value for ATHVolumeBase | false | number |
|
ATHVolumeUSD | Query based off of a specific value for ATHVolumeUSD | false | number |
|
ATL | Query based off of a specific value for ATL | false | number |
|
ATLDatetimeUTC | Query based off of a specific value for ATLDatetimeUTC | false | string |
2019-01-29 |
ATLDaysSince | Query based off of a specific value for ATLDaysSince | false | number |
:10 |
ATLPercent | Query based off of a specific value for ATLPercent | false | number |
:-.95 |
ATLVolume | Query based off of a specific value for ATLVolume | false | number |
|
ATLVolumeBase | Query based off of a specific value for ATLVolumeBase | false | number |
|
ATLVolumeUSD | Query based off of a specific value for ATLVolumeUSD | false | number |
|
- Pull data into spreadsheet templates, dashboards and models
- Visualize complex data sets using our widget engine
- Build data into content for websites and apps
- Embed example widgets & charts into your published articles or research.
- To learn more about this data and see additional real-world applications, check out our gallery using the explorer here.
title | source | category | description |
---|---|---|---|
2018 Annual Letter | MultiCoin Capital | research | Keywords: performance, selling, retail, investor, attacks, mining, volatility, infrastructure, defi, scaling, layer |
2018 SIFMA Fact Book | SIFMA | regulatory | Keywords: securities, trading volume, bonds, equities, fixed income, municipals, corporate, abs, mbs, agency, treasury |
2018 Yearly Report | Coingecko | research | Keywords: overview, lightning, distributions, ath, exchanges, thefts, ico, stablecoin, bch, nodes, nft, fungible, masternodes |
3 Moments in History that Explain the ICO Bubble | Hacker Noon | research | The technologies that enable bubbles are always new, but the underlying social dynamics are not. The open and permissionless nature of blockchains allows anyone to co-opt them. Thus, blockchains enabled multiple social forces, all interacting in the same network, all reied under the name “the ICO bubble.” | Keywords: ico, bubble, mania, hype, manipulation, sentiment, herd, social networks |
A First Econometric Analysis Of The CRIX Family | CRIX Crypto Index | research | Keywords: valuation, index, benchmark, methodology, cryptoeconomics |
A Model of CryptoCurrencies | Princeton | academic | Keywords: model, valuation, ico, bubble |
Are Cryptoassets Highly Correlated | Binance | research | Keywords: pattern, flows, trend, sentiment, herd |
Asset Highlight Ether | Cryptoscores | research | Keywords: valuation, metric, primer, smart, contract, eth, sharding, stake, consensus, return |
BAT Token ATH Comparisons | Paradigm | Historical Performance | Comparing the listed ATH prices for the same token from multiple industry providers The disparities in what is referred to or reported as the ‘all time high/low’ price for even larger cap more well known tokens can be so wide in come cases it’s hard to believe. | Keywords: all time, ath, atl, performance, brave |
Bitcoin Economics Parts 1 2 3 5 | Bitmex | research | Keywords: cryptoeconomics, valuation |
Bitcoin Futures Volumes | Paradigm | Derivatives | Tracking activity, volumes and positioning in regulated crypto futures markets The introduction of regulated futures markets for Bitcoin was a widely anticipated and overhyped event. Difficult to argue there was no impact on the price from the introduction of a derivative instrument designed to provide traders with the ability to short and bet against the price of Bitcoin. As markets mature, the ability to hedge using futures will likely see the overall market continue to grow. | Keywords: cme, derivatives, futures, contract, swap, options, hedge, institutional, cftc, cboe, trading, volume |
Bitwise Asset Management Analysis of Real Bitcoin Trade Volume | Bitwise | research | Keywords: wash trading, exchanges, flows, order books, trading volume |
BTC Market Depth Spreads - Bitfinex | Paradigm | Liquidity | Average bid/offer spreads by order size as a liquidity proxy Liquidity is often measured as a function of what impact a given size trade has on an existing market price. As volatility increases, market makers (ie exchanges) become increasingly less willing to make markets on either side given the potential for higher downside risk. This is especially true as evidenced from the difference in market spreads for a 0 BTC, 10 BTC or 100 BTC size trade (small lot, round lot, block). | Keywords: liquidity, orderbook, trading, volume, oddlot |
BTC MVRV Ratio | Paradigm | Network Value | Exploring network valuation using MVRV MVRV is a simple ratio to measure network value using a novel metric for traditional market cap called Realised Cap. MVRV = Market Cap / Realised Cap. It can be useful for getting a sense of when the exchange traded price is below “fair value” or even as an indicator for potential cycle tops and bottoms. | Keywords: realised cap, market cap, valuation, metric |
BTC Pricing Value Models | Paradigm | Network Value | Evaluating novel metrics for Bitcoin valuation Bitcoin continues to defy and break most convential models across pricing, growth, trend, econometrics, epidemiological and more. Perspective and context are always valuable in these exercises especially when they can help frame it all in the same consumable dimension. Hats off to Will Woo’s continued inspirational, thoughtful and creative work: (http://charts.woobull.com/). *Note: this chart is better viewed in larger size, click the button in right hand menu to enlarge. | Keywords: realised cap, market cap, valuation, metric, deltacap, nvt, mvrv, signal, willy woo |
BVOL vs EVOL | Paradigm | Volatility | Tracking synthetic crypto volatility benchmarks and derivatives In the absence of mature futures or options markets, exchanges offering derivative and synthetics trading often benefit. Access to leverage from 100-400x on some of these trading vehicles makes them even more important to track. After all, what could possibly go wrong? | Keywords: volatility, derivatives, bitmex, index |
CCCAGG Data Index Methodology | Cryptocompare | research | Keywords: exchange, trading volume, benchmark |
Crypto Exchange Tokens | Paradigm | Exchange Tokens | Relative market cap of native exchange tokens Crypto exchange tokens used to pay platform and trading fees have witnessed varying success with Binance (BNB) clearly standing out from the rest. Despite known issues concerning conflict of interest, security and market manipulation the paper trail of revenues and associated cashflows make exchange platforms a more ‘familiar’ economic model for most traditional investors. | Keywords: exchange, fees, rewards, trading, binance |
Crypto Sentiment Study | Coindesk | research | Keywords: survey, investment, risk, bitcoin, trust |
Cryptocompare Exchange Review | Cryptocompare | research | Keywords: exchange, listing, trading, liquidity |
Cryptocurrencies Looking Beyond Hype | Bank Of International Settlements | research | Keywords: crypto, blockchain, ledger, cbdc, regulation, volatility, mining, ico |
CryptoUtopia | Autonomous NEXT | research | Keywords: venture capital, ico, hype, taxonomy |
Exchange Liquidity Whitepaper | Conventure Research | research | Keywords: wash trading, exchanges, flows, order books, trading volume |
Exchange Review February 2019 | Cryptocompare | research | Keywords: trading, volume, flows, order book, liquidity, wash trading |
FCAS Report ZEC | Flipside Crypto | research | Keywords: flipside, valuation, rating, repo, github, developer, codebase |
Feedback Cycles between Socia Economic Signals in the Bitcoin Economy | ETH Zurich | research | We quantify four socio-economic signals about Bitcoin from large datasets: price on online exchanges, volume of word-of-mouth communication in online social media, volume of information search and user base growth. By using vector autoregression, we identify two positive feedback loops that lead to price bubbles in the absence of exogenous stimuli. | Keywords: sentiment, pattern, herd, manipulation, bubble, hype |
Framework for Investment Contract Analysis of Digital Assets | SEC | regulatory | https://www.sec.gov/corpfin/framework-investment-contract-analysis-digital-assets | Keywords: sec, regulator, valuation, taxonomy, howey, framework, methodology, ico, securities, law, classification, dapp |
From Hype to Reality A Taxonomy of Blockchain Applications | Karlsruthe Institute of Technology | research | Keywords: framework, classification, category, valuation, model |
Global Macro Trends Cryptocurrencies | Element Group | research | Keywords: asset, management, correction, volatility, bitcoin, dispersion, futures, geopolitical |
Global Trading Volumes vs Market Cap | Paradigm | Trading Volume | Aggregate USD volume vs global mkt cap Crypto trading volume data is notoriously inaccurate, fake, misleading and unreliable yet it remains an important metric for market participants. Do you trust crypto market trading volumes? | Keywords: global, trading volume, fake, exchange |
How Does Crypto OTC Actually Work | Circle Research | research | Keywords: trading, institutional, volume |
Initial Coin Offerings | Ernst Young | regulatory | Keywords: blockchain, ico, smart, contract, token, valuation, security, regulation |
Investing With Cryptocurrencies A Liquidity Constrained Approach | CRIX Crypto Index | research | Keywords: valuation, depth, order books, spread, slippage |
Is Bitcoin Really Untethered | University of Texas | research | Keywords: ustd, stablecoin, peg, trading volume, wash trading, correlation, fiat |
Leveraging the Cryptoeconomic Machine | Aenigma Capital Research | research | Keywords: valuation, token, utility, intrinsic, fundamental, velocity |
MakerDAO DAI Deep Dive | 51percent research | research | Keywords: maker, dai, mkr, stablecoin, cdp, valuation, governance, defi |
Principles for Financial Benchmarks | ISCO | research | This Report, which has been prepared by the IOSCO Board Level Task Force on Financial Market Benchmarks (Task Force), sets out IOSCO’s final Principles on Financial Benchmarks. The Task Force was created in light of investigations and enforcement actions regarding attempted manipulation of major interest rate Benchmarks and the fragility and integrity of their use and their impact on the real economy. | Keywords: methodology, framework, index, reference rates, libor, manipulation |
Proposed Framework for Crypto Asset Trading Platforms | Joint Canadian Securities Administrators | regulatory | Keywords: policy, regulation, clearing, oversight, law, integration |
Proposed Framework for Crypto-Asset Trading Platforms | Joint Canadian Securities Administrators | regulatory | The purpose of this joint CSA/IIROC Consultation Paper (the Consultation Paper) is to seek feedback from the financial technology (fintech) community, market participants, investors and other stakeholders on how requirements may be tailored for Platforms operating in Canada whose operations engage securities law. We intend to use this feedback to establish a framework that provides regulatory clarity to Platforms, addresses risks to investors and creates greater market integrity. | Keywords: canada, investment industry, regulatory, framework, consultation, trading, advisory, exchanges |
Pump And Dump | Wall Street Journal | research | Keywords: wash, ico, scam, trading volume, scheme |
Regulate or Not Overview Cryptographic Assets With Simultaneous Economic Properties | Bravenewcoin | research | Keywords: bitcoin, blockchain, dlt, taxonomy, classification, investment, managers, use, case, protocol, tokens, basket, index, commodities, store, value |
Republic Protocol | Aenigma Capital Research | research | Keywords: valuation, republic, protocol, ren |
Risks And Returns Of Cryptocurrency Risk Reward Factor Attribution | National Bureau of Economic Research | research | Keywords: valuation, analysis, modeling, portfolio management, performance |
Sortino Ratio Spreadsheet | Cryptosheets | model | Keywords: metrics, indicators, risk, adjusted, volatility, excel |
State of Blockchains Q2 2017 | Coindesk | research | Keywords: network, exchange, regulation, sentiment, developer, social, enterprise, investment |
State of Blockchains Q3 2018 | Coindesk | research | Keywords: network, exchange, regulation, sentiment, developer, social, enterprise, investment |
UniSwap Activity | Covalent | Defi | Tracking reserve balances vs. trading volume Growth of ‘decentralized’ liquidity protocols have seen increased volumes following substantial venture capital investment in 2018. | Keywords: defi, dex, uniswap, reserves, trading volume, liquidity, dapp |
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CHECK API STATUS
See statistics on the current and recent status of this API endpoint here.
-
PRICING & ACCESS
See pricing details for this endpoint including rate limits, account subscriptions, custom bulk data access and more here.
Benchmarks Info
A method to query information about crypto benchmarks including indices and traditional market indicators. Data returned includes methodology, source, type, owner, rebalance schedules, constituents and more.
https://api.paradigmapi.com/v1/paradigm/metrics-benchmarks-info
Parameter | Description | Required | Type | Example |
---|---|---|---|---|
name | Query based off of a specific value for name | false | string |
BVOL Bitcoin Volatility Index |
category | Query based off of a specific value for category | false | string |
composite |
description | Query based off of a specific value for description | false | string |
|
bloombergTicker | Query based off of a specific value for bloombergTicker | false | string |
FSTOKCTB Index |
audience | Query based off of a specific value for audience | false | string |
institutional |
symbol | Query based off of a specific value for symbol or symbols using csv (bitwise10) | false | string |
.XBTBON |
FIGI | Query based off of a specific value for FIGI | false | string |
BBG006MM3GB2 |
frequency | Query based off of a specific value for frequency | false | string |
monthly |
inceptionDate | Query based off of a specific value for inceptionDate | false | string |
2012-01-01 |
activeManaged | Query based off of a specific value for activeManaged | false | boolean |
false |
provider | Query based off of a specific value for provider | false | string |
~MVIS |
rules | Query based off of a specific value for rules | false | string |
turnover thresholds |
seriesDataURL | Query based off of a specific value for seriesDataURL | false | string |
|
strategy | Query based off of a specific value for strategy | false | string |
composite of qualitative sub-indices |
style | Query based off of a specific value for style | false | string |
mkt weight |
baseValue | Query based off of a specific value for baseValue | false | number |
100 |
type | Query based off of a specific value for type | false | string |
benchmark |
url | Query based off of a specific value for url | false | string |
|
- Pull data into spreadsheet templates, dashboards and models
- Visualize complex data sets using our widget engine
- Build data into content for websites and apps
- Embed example widgets & charts into your published articles or research.
- To learn more about this data and see additional real-world applications, check out our gallery using the explorer here.
title | source | category | description |
---|---|---|---|
2018 Annual Letter | MultiCoin Capital | research | Keywords: performance, selling, retail, investor, attacks, mining, volatility, infrastructure, defi, scaling, layer |
A Blockchain Research Framework | Business & Information Systems Engineering | academic | Keywords: methodology, study |
A First Econometric Analysis Of The CRIX Family | CRIX Crypto Index | research | Keywords: valuation, index, benchmark, methodology, cryptoeconomics |
A Model of CryptoCurrencies | Princeton | academic | Keywords: model, valuation, ico, bubble |
Accomplice VC Crypto Market Map | Accomplice VC | research | Keywords: venture capital, taxonomy |
Accounting For Venezuelan Hyperinflation in Portfolio Risk Models | Bloomberg | research | Keywords: inflation, deflation, dictator, portfolio management |
An Index For Investing In Blockchain Based Cryptocurrencies | CRIX Crypto Index | research | Keywords: benchmark, performance |
Asset Highlight Ether | Cryptoscores | research | Keywords: valuation, metric, primer, smart, contract, eth, sharding, stake, consensus, return |
ATR Spreadsheet | Cryptosheets | model | Keywords: metrics, indicators, range, average, excel |
BAT Token ATH Comparisons | Paradigm | Historical Performance | Comparing the listed ATH prices for the same token from multiple industry providers The disparities in what is referred to or reported as the ‘all time high/low’ price for even larger cap more well known tokens can be so wide in come cases it’s hard to believe. | Keywords: all time, ath, atl, performance, brave |
Benchmark Relative Performance | Paradigm | Benchmarks | Comparing trailing returns for crypto benchmarks across large cap, small cap and type Perspective and context are the most important variables when analyzing benchmark performance in crypto. Any relative returns or relative value analysis should employ multi-period overlays to allow a more balanced view of short term price action vs long term price trends. | Keywords: roi, performance, returns, index |
Bitcoin Economics Parts 1 2 3 5 | Bitmex | research | Keywords: cryptoeconomics, valuation |
Bitcoin Futures Volumes | Paradigm | Derivatives | Tracking activity, volumes and positioning in regulated crypto futures markets The introduction of regulated futures markets for Bitcoin was a widely anticipated and overhyped event. Difficult to argue there was no impact on the price from the introduction of a derivative instrument designed to provide traders with the ability to short and bet against the price of Bitcoin. As markets mature, the ability to hedge using futures will likely see the overall market continue to grow. | Keywords: cme, derivatives, futures, contract, swap, options, hedge, institutional, cftc, cboe, trading, volume |
Bitcoin Rolling 2019 YTD Performance | Paradigm | Performance | Year to date cumulative rolling daily returns for BTC Short term market moves can often mask a broader dispersion pattern in returns across crypto assets. Bitcoin’s ‘dominance’ makes it easy to forget what trends may be developing under the surface. Rolling cumulative returns vs daily moves also support Tom Lee’s thesis that the majority of gains for BTC are made in less than 2 weeks every year. | Keywords: roi, returns, performance, ytd, cumulative |
Bitwise Crypto Index Methodology | Bitwise | research | Keywords: framework, benchmark, model |
Bitwise The Case For Crypto In An Institutional Portfolio | Bitwise | research | Keywords: asset allocation, investing, risk management |
Bitwise The Case For Diversification Within Crypto Investing | Bitwise | research | Keywords: portfolio, risk management, asset allocation, benchmark |
Blockchain by Cisco Build Trust Based Business Networks | Cisco | research | Keywords: corporate, enterprise, dlt, adoption |
Bloomberg Galaxy Crypto Index Fact Sheet | Bloomberg | research | Keywords: bcgi |
Bloomberg Galaxy Crypto Index Methodology | Bloomberg | research | Keywords: bcgi, benchmark |
Bloomberg Galaxy Crypto Index Rebalancing | Bloomberg | research | Keywords: bcgi |
Breaking Blockchain Open | Deloitte | research | Keywords: survey, enterprise, private, adoption |
BTC Monthly Price Changes | Paradigm | Historical Performance | 30D price percentage changes Monthly performance over a longer period of time often reveals more coherent trends while also allowing for more apples to apples comparisons with capital markets asset like commodities or equities. It can also provide better context for actual price changes relative to confusing headlines and social media narratives. | Keywords: roi, performance, returns, roi |
BTC Monthly Price Changes | Paradigm | Historical Performance | 30D price percentage changes | Keywords: roi, performance, returns, roi |
BTC MVRV Ratio | Paradigm | Network Value | Exploring network valuation using MVRV MVRV is a simple ratio to measure network value using a novel metric for traditional market cap called Realised Cap. MVRV = Market Cap / Realised Cap. It can be useful for getting a sense of when the exchange traded price is below “fair value” or even as an indicator for potential cycle tops and bottoms. | Keywords: realised cap, market cap, valuation, metric |
BTC Pricing Value Models | Paradigm | Network Value | Evaluating novel metrics for Bitcoin valuation Bitcoin continues to defy and break most convential models across pricing, growth, trend, econometrics, epidemiological and more. Perspective and context are always valuable in these exercises especially when they can help frame it all in the same consumable dimension. Hats off to Will Woo’s continued inspirational, thoughtful and creative work: (http://charts.woobull.com/). Note: this chart is better viewed in larger size, click the button in right hand menu to enlarge. | Keywords: realised cap, market cap, valuation, metric, deltacap, nvt, mvrv, signal, willy woo |
BTC Weekly Price Changes | Paradigm | Historical Performance | 7D price percentage changes Weekly performance over a longer period of time often reveals more coherent trends while also allowing for more apples to apples comparisons with capital markets asset like commodities or equities. It can also provide better context for actual price changes relative to confusing headlines and social media narratives. | Keywords: roi, performance, returns, roi |
CCCAGG Data Index Methodology | Cryptocompare | research | Keywords: exchange, trading volume, benchmark |
Consumer Tokens Framework Version1 | Brooklyn Project | research | Keywords: taxonomy, classification |
Crypto Asset Post Trade Processing of Tokenized Securities Whitepaper | DTCC | research | Keywords: custody, dtcc, clearing, sto, securities, institutional |
Crypto Index Introduction Slides | CRIX Crypto Index | research | Keywords: benchmark, performance, methodology, crix |
Crypto Utopia | Autonomous NEXT | research | Keywords: crypto, ico, token, regulatory, venture, fork, hack, fund, taxonomy |
Crypto Week in Review 8.24.2018 | Satis Group | periodical | Keywords: performance |
Cryptoassets Venture into the Unknown | Cambridge Associates | research | Keywords: blockchain, startups, fund, strategies, token, distribution, ico, institutional |
CryptoUtopia | Autonomous NEXT | research | Keywords: venture capital, ico, hype, taxonomy |
ETH Monthly Price Changes | Paradigm | Historical Performance | 30D price percentage changes | Keywords: roi, performance, returns, roi |
ETH Weekly Price Changes | Paradigm | Historical Performance | 7D price percentage changes Weekly performance over a longer period of time often reveals more coherent trends while also allowing for more apples to apples comparisons with capital markets asset like commodities or equities. It can also provide better context for actual price changes relative to confusing headlines and social media narratives. | Keywords: roi, performance, returns, roi |
FCAS Report ZEC | Flipside Crypto | research | Keywords: flipside, valuation, rating, repo, github, developer, codebase |
Framework for Investment Contract Analysis of Digital Assets | SEC | regulatory | https://www.sec.gov/corpfin/framework-investment-contract-analysis-digital-assets | Keywords: sec, regulator, valuation, taxonomy, howey, framework, methodology, ico, securities, law, classification, dapp |
From Hype to Reality A Taxonomy of Blockchain Applications | Karlsruthe Institute of Technology | research | Keywords: framework, classification, category, valuation, model |
GDAX Digital Asset Framework | GDAX | research | Keywords: exchange, taxonomy, qualifications |
Guidance on Cryptoassets | UK FCA | regulatory | This paper looks at where cryptoassets would be considered ‘Specified Investments’ under the Regulated Activities Order (RAO),3 ‘Financial Instruments’ such as ‘Transferable Securities’ under the Markets in Financial Instruments Directive II (MiFID II),4 or captured under the Payment Services Regulations (PSRs), 5 or the E-Money Regulations (EMRs).6 It also covers where cryptoassets would not be considered ‘Specified Investments’ under the RAO. | Keywords: mifid, rao, securities, regulation, classification, oversight, taxonomy |
How Does Crypto OTC Actually Work | Circle Research | research | Keywords: trading, institutional, volume |
Immaturity of Tokenized Value Capture Mechanisms | Felipe Gaucho Pereira | research | There’s a good degree of consensus around the overvaluation of assets in the market; a lot of decent discussions around valuation methodologies aiming to frame the madness; but not much rational talk about the root issue: do cryptoassets really capture the value of something, at all? | Keywords: intrinsic, accretion, creation, wealth, definition |
Information Content Of Pre Open Social Media For Market Returns | Pluribus Labs Research | research | Keywords: sentiment, social media, algo trading, performance, indicators, twitter |
Initial Coin Offerings | Ernst Young | regulatory | Keywords: blockchain, ico, smart, contract, token, valuation, security, regulation |
Investing With Cryptocurrencies A Liquidity Constrained Approach | CRIX Crypto Index | research | Keywords: valuation, depth, order books, spread, slippage |
ITIFC Index Guide | MV Index Solutions | research | The index is passive, capitalisation weighted, capped; providing a diversified, long-term and non-speculative investment approach based on a list of crypto assets from the top 30 market leaders. | Keywords: benchmark, methodology, passive, portfolio |
Leveraging the Cryptoeconomic Machine | Aenigma Capital Research | research | Keywords: valuation, token, utility, intrinsic, fundamental, velocity |
MACD Spreadsheet | Cryptosheets | model | Keywords: metrics, indicators, average, convergence, divergence, excel |
MakerDAO DAI Deep Dive | 51percent research | research | Keywords: maker, dai, mkr, stablecoin, cdp, valuation, governance, defi |
Moving forward with macroprudential frameworks | Bank Of International Settlements | research | Keywords: regulatory, banking, policy, methodology, legal, systemic |
NVT Ratio Spreadsheet | Cryptosheets | model | Keywords: metrics, indicators, network, transaction, excel |
Price Predictions | Cryptosheets | model | Keywords: metrics, indicators, forecast, excel |
Pricing Cryptocurrency Options The Case Of CRIX And Bitcoin | CRIX Crypto Index | research | Keywords: derviatives, options, analysis, hedge, index, benchmark |
Principles for Financial Benchmarks | ISCO | research | This Report, which has been prepared by the IOSCO Board Level Task Force on Financial Market Benchmarks (Task Force), sets out IOSCO’s final Principles on Financial Benchmarks. The Task Force was created in light of investigations and enforcement actions regarding attempted manipulation of major interest rate Benchmarks and the fragility and integrity of their use and their impact on the real economy. | Keywords: methodology, framework, index, reference rates, libor, manipulation |
Regulate or Not Overview Cryptographic Assets With Simultaneous Economic Properties | Bravenewcoin | research | Keywords: bitcoin, blockchain, dlt, taxonomy, classification, investment, managers, use, case, protocol, tokens, basket, index, commodities, store, value |
Republic Protocol | Aenigma Capital Research | research | Keywords: valuation, republic, protocol, ren |
Risks And Returns Of Cryptocurrency Risk Reward Factor Attribution | National Bureau of Economic Research | research | Keywords: valuation, analysis, modeling, portfolio management, performance |
RSI ATR MACD Spreadsheet | Cryptosheets | model | Keywords: metrics, indicators, strength, technical, average, convergence, divergence, excel |
RSI Spreadsheet | Cryptosheets | model | Keywords: metrics, indicators, strength, technical, excel |
Scalability Interoperability and Sustainability of Blockchains | European Union Blockchain Forum | research | we take a look at the current and likely future state of blockchain in Europe through the lens of large-scale blockchain platforms. Along the way we ask ourselves what factors, technical and organisational, are likely to shape how platforms develop, and make some observations and recommendations for entrepreneurs and policy makers about best practice. | Keywords: adoption, integration, enterprise, scale, permissioned, ramp |
Scenario Timelines - Large Cap vs. Mid Cap | Paradigm | Scenario | Comparing performance of benchmarks through various impact event scenarios Scenario analysis can be a valuable risk management tool, especially when robust data provides more accurate and statistically significant insights. While shorter on an absolute basis, the crypto timeline accelerates at a velocity with no precedent. Our crypto events database provides a rich scenario backdrop against which to build and calibrate our risk models. | Keywords: benchmark, scenario, events, stress |
Sortino Ratio Spreadsheet | Cryptosheets | model | Keywords: metrics, indicators, risk, adjusted, volatility, excel |
State of Blockchains Q2 2017 | Coindesk | research | Keywords: network, exchange, regulation, sentiment, developer, social, enterprise, investment |
State of Blockchains Q3 2018 | Coindesk | research | Keywords: network, exchange, regulation, sentiment, developer, social, enterprise, investment |
Taxonomy Of Blockchain Tech Principles Of Identification And Classification | Center for Blockchain Technologies | research | Keywords: immutable, identification, taxonomy, framework, org structure, governance |
The Brooklyn Project | Brooklyn Project | research | Keywords: taxonomy, classification |
The Brooklyn Project Framework Version 1 | Brooklyn Project | research | Keywords: taxonomy, classification |
Token Mania | Autonomous NEXT | research | Keywords: crypto, ico, token, regulatory, venture, fork, hack, fund, taxonomy |
Volatility Spreadsheet | Cryptosheets | model | Keywords: metrics, indicators, vol, deviation, historical, excel |
YTD Rolling Returns - BTC, ETH vs Large & Mid Caps | Paradigm | Performance | Year to date cumulative rolling daily returns 2019 opened with Ethereum plunging over 50% before putting in a double bottom. While most highly correlated ERC20 tokens suffered equal or worse damage, BTC, large and mid cap crypto benchmarks proved more resilient. Dispersion gave way to correlation as ETH rebounded strongly heading into the summer. Note: you can use the zoom selector from the toolbox to zoom individually for each chart. | Keywords: roi, returns, performance, ytd, cumulative, benchmark, index |
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CHECK API STATUS
See statistics on the current and recent status of this API endpoint here.
-
PRICING & ACCESS
See pricing details for this endpoint including rate limits, account subscriptions, custom bulk data access and more here.
Performance
A method to query performance data for thousands of unique crypto assets. The performance endpoint serves comprehensive data including multi-period ROI, pctChg, short vs long term trends, relative metric rankings, sharpe ratios using multiple RFRs, performance curve slopes and more.
Parameter | Description | Required | Type | Example |
---|---|---|---|---|
datetimeUTC | Date as the coordinated universal time (UTC) convention | false | string |
|
slug | Unique identifier for the asset or symbol |
false | string |
|
symbol | Symbol of the asset |
false | string |
|
name | Name of the asset |
false | string |
|
price | Close price |
false | number |
|
change1 | Percent Change for the trailing 1 periods (usually days) |
false | number |
|
change5 | Percent Change for the trailing 5 periods (usually days) |
false | number |
|
change7 | Percent Change for the trailing 7 periods (usually days) |
false | number |
|
change10 | Percent Change for the trailing 10 periods (usually days) |
false | number |
|
change20 | Percent Change for the trailing 20 periods (usually days) |
false | number |
|
change30 | Percent Change for the trailing 30 periods (usually days) |
false | number |
|
change50 | Percent Change for the trailing 50 periods (usually days) |
false | number |
|
change90 | Percent Change for the trailing 90 periods (usually days) |
false | number |
|
change180 | Percent Change for the trailing 180 periods (usually days) |
false | number |
|
change365 | Percent Change for the trailing 365 periods (usually days) |
false | number |
|
pctChgCurveShortVsLong | Difference of the (long term percent change) - (short term percent change) |
false | number |
|
pctChgCurveVeryShort | Difference of the (short term percent change) - (very short term percent change) |
false | number |
|
allPeriodTrend | Trend direction of Percent Change across all given periods |
false | string |
|
rankPctChg1D | Absolute rank of the 1 period percent change for the given asset |
false | number |
|
rankPctChg5D | Absolute rank of the 5 period percent change for the given asset |
false | number |
|
rankPctChg7D | Absolute rank of the 7 period percent change for the given asset |
false | number |
|
rankPctChg30D | Absolute rank of the 30 period percent change for the given asset |
false | number |
|
rankPctChg90D | Absolute rank of the 90 period percent change for the given asset |
false | number |
|
rankPctChg365D | Absolute rank of the 365 period percent change for the given asset |
false | number |
|
sma5 | Simple moving average for the trailing 5 periods (usually days) |
false | number |
|
sma10 | Simple moving average for the trailing 10 periods (usually days) |
false | number |
|
sma30 | Simple moving average for the trailing 30 periods (usually days) |
false | number |
|
sma50 | Simple moving average for the trailing 50 periods (usually days) |
false | number |
|
sma100 | Simple moving average for the trailing 100 periods (usually days) |
false | number |
|
sma200 | Simple moving average for the trailing 200 periods (usually days) |
false | number |
|
sma50v200 | Ratio of the 50 day vs 200 day simple moving averages |
false | number |
|
pctDistFromSma50D | Percent difference of close price from the 50 period simple moving average (usually days) |
false | number |
|
pctDistFromSma200D | Percent difference of close price from the 200 period simple moving average (usually days) |
false | number |
|
rankSma50v200 | Absolute rank of the ratio of the 50 day vs 200 day simple moving averages |
false | number |
|
rankPctDistFromSma50D | Absolute rank of the percent difference of close price from the 50 period simple moving average (usually days) |
false | number |
|
rankPctDistFromSma200D | Absolute rank of the percent difference of close price from the 200 period simple moving average (usually days) |
false | number |
|
liborRate | LIBOR benchmark rate used for calculating sharpe ratios |
false | number |
|
tbillRate | US Treasury Bill benchmark rate used for calculating sharpe ratios |
false | number |
|
sharpe1MLibor | Sharpe ratio calculated using 1Month LIBOR |
false | number |
|
sharpe1MTBill | Sharpe ratio calculated using 1Month US TBill |
false | number |
|
sharpe3MLibor | Sharpe ratio calculated using 3Month LIBOR |
false | number |
|
sharpe3MTBill | Sharpe ratio calculated using 3Month US TBill |
false | number |
|
sharpe6MLibor | Sharpe ratio calculated using 6Month LIBOR |
false | number |
|
sharpe6MTBill | Sharpe ratio calculated using 6Month US TBill |
false | number |
|
sharpe3MLiborAnn | Annualized Sharpe ratio calculated using 3Month LIBOR |
false | number |
|
sharpe3MTBillAnn | Annualized Sharpe ratio calculated using 3Month US TBill |
false | number |
|
sharpe1MLiborAnn | Annualized Sharpe ratio calculated using 1Month LIBOR |
false | number |
|
sharpe1MTBillAnn | Annualized Sharpe ratio calculated using 1Month US TBill |
false | number |
|
sharpe6MLiborAnn | Annualized Sharpe ratio calculated using 6Month LIBOR |
false | number |
|
sharpe6MTBillAnn | Annualized Sharpe ratio calculated using 6Month US TBill |
false | number |
|
allPeriodTrendSharpes | Trend direction of Sharpe ratios across all given periods |
false | string |
|
trendSlope | Degree of slope for the short vs long term performance trends |
false | string |
|
rankSharpe1MLibor | Absolute rank of sharpe ratio calculated using 1Month LIBOR |
false | number |
|
rankSharpe3MLibor | Absolute rank of sharpe ratio calculated using 3Month LIBOR |
false | number |
|
rankSharpe6MLibor | Absolute rank of sharpe ratio calculated using 6Month LIBOR |
false | number |
|
rankSharpe1MLiborAnn | Absolute rank of annualized sharpe ratio calculated using 1Month LIBOR |
false | number |
|
rankSharpe3MLiborAnn | Absolute rank of annualized sharpe ratio calculated using 3Month LIBOR |
false | number |
|
rankSharpe6MLiborAnn | Absolute rank of annualized sharpe ratio calculated using 6Month LIBOR |
false | number |
|
- Pull data into spreadsheet templates, dashboards and models
- Visualize complex data sets using our widget engine
- Build data into content for websites and apps
- Embed example widgets & charts into your published articles or research.
- To learn more about this data and see additional real-world applications, check out our gallery using the explorer here.
title | source | category | description |
---|---|---|---|
2018 Annual Letter | MultiCoin Capital | research | Keywords: performance, selling, retail, investor, attacks, mining, volatility, infrastructure, defi, scaling, layer |
A First Econometric Analysis Of The CRIX Family | CRIX Crypto Index | research | Keywords: valuation, index, benchmark, methodology, cryptoeconomics |
A Model of CryptoCurrencies | Princeton | academic | Keywords: model, valuation, ico, bubble |
An Index For Investing In Blockchain Based Cryptocurrencies | CRIX Crypto Index | research | Keywords: benchmark, performance |
Asset Highlight Ether | Cryptoscores | research | Keywords: valuation, metric, primer, smart, contract, eth, sharding, stake, consensus, return |
BAT Token ATH Comparisons | Paradigm | Historical Performance | Comparing the listed ATH prices for the same token from multiple industry providers The disparities in what is referred to or reported as the ‘all time high/low’ price for even larger cap more well known tokens can be so wide in come cases it’s hard to believe. | Keywords: all time, ath, atl, performance, brave |
Benchmark Relative Performance | Paradigm | Benchmarks | Comparing trailing returns for crypto benchmarks across large cap, small cap and type Perspective and context are the most important variables when analyzing benchmark performance in crypto. Any relative returns or relative value analysis should employ multi-period overlays to allow a more balanced view of short term price action vs long term price trends. | Keywords: roi, performance, returns, index |
Bitcoin Economics Parts 1 2 3 5 | Bitmex | research | Keywords: cryptoeconomics, valuation |
Bitcoin Rolling 2019 YTD Performance | Paradigm | Performance | Year to date cumulative rolling daily returns for BTC Short term market moves can often mask a broader dispersion pattern in returns across crypto assets. Bitcoin’s ‘dominance’ makes it easy to forget what trends may be developing under the surface. Rolling cumulative returns vs daily moves also support Tom Lee’s thesis that the majority of gains for BTC are made in less than 2 weeks every year. | Keywords: roi, returns, performance, ytd, cumulative |
Bitwise The Case For Diversification Within Crypto Investing | Bitwise | research | Keywords: portfolio, risk management, asset allocation, benchmark |
BTC Monthly Price Changes | Paradigm | Historical Performance | 30D price percentage changes | Keywords: roi, performance, returns, roi |
BTC Monthly Price Changes | Paradigm | Historical Performance | 30D price percentage changes Monthly performance over a longer period of time often reveals more coherent trends while also allowing for more apples to apples comparisons with capital markets asset like commodities or equities. It can also provide better context for actual price changes relative to confusing headlines and social media narratives. | Keywords: roi, performance, returns, roi |
BTC MVRV Ratio | Paradigm | Network Value | Exploring network valuation using MVRV MVRV is a simple ratio to measure network value using a novel metric for traditional market cap called Realised Cap. MVRV = Market Cap / Realised Cap. It can be useful for getting a sense of when the exchange traded price is below “fair value” or even as an indicator for potential cycle tops and bottoms. | Keywords: realised cap, market cap, valuation, metric |
BTC Pricing Value Models | Paradigm | Network Value | Evaluating novel metrics for Bitcoin valuation Bitcoin continues to defy and break most convential models across pricing, growth, trend, econometrics, epidemiological and more. Perspective and context are always valuable in these exercises especially when they can help frame it all in the same consumable dimension. Hats off to Will Woo’s continued inspirational, thoughtful and creative work: (http://charts.woobull.com/). Note: this chart is better viewed in larger size, click the button in right hand menu to enlarge. | Keywords: realised cap, market cap, valuation, metric, deltacap, nvt, mvrv, signal, willy woo |
BTC Weekly Price Changes | Paradigm | Historical Performance | 7D price percentage changes Weekly performance over a longer period of time often reveals more coherent trends while also allowing for more apples to apples comparisons with capital markets asset like commodities or equities. It can also provide better context for actual price changes relative to confusing headlines and social media narratives. | Keywords: roi, performance, returns, roi |
BVOL vs EVOL | Paradigm | Volatility | Tracking synthetic crypto volatility benchmarks and derivatives In the absence of mature futures or options markets, exchanges offering derivative and synthetics trading often benefit. Access to leverage from 100-400x on some of these trading vehicles makes them even more important to track. After all, what could possibly go wrong? | Keywords: volatility, derivatives, bitmex, index |
Crypto Index Introduction Slides | CRIX Crypto Index | research | Keywords: benchmark, performance, methodology, crix |
Crypto Week in Review 8.24.2018 | Satis Group | periodical | Keywords: performance |
Cryptocurrencies Looking Beyond Hype | Bank Of International Settlements | research | Keywords: crypto, blockchain, ledger, cbdc, regulation, volatility, mining, ico |
ETH Monthly Price Changes | Paradigm | Historical Performance | 30D price percentage changes | Keywords: roi, performance, returns, roi |
ETH Weekly Price Changes | Paradigm | Historical Performance | 7D price percentage changes Weekly performance over a longer period of time often reveals more coherent trends while also allowing for more apples to apples comparisons with capital markets asset like commodities or equities. It can also provide better context for actual price changes relative to confusing headlines and social media narratives. | Keywords: roi, performance, returns, roi |
FCAS Report ZEC | Flipside Crypto | research | Keywords: flipside, valuation, rating, repo, github, developer, codebase |
Framework for Investment Contract Analysis of Digital Assets | SEC | regulatory | https://www.sec.gov/corpfin/framework-investment-contract-analysis-digital-assets | Keywords: sec, regulator, valuation, taxonomy, howey, framework, methodology, ico, securities, law, classification, dapp |
From Hype to Reality A Taxonomy of Blockchain Applications | Karlsruthe Institute of Technology | research | Keywords: framework, classification, category, valuation, model |
Global Macro Trends Cryptocurrencies | Element Group | research | Keywords: asset, management, correction, volatility, bitcoin, dispersion, futures, geopolitical |
Information Content Of Pre Open Social Media For Market Returns | Pluribus Labs Research | research | Keywords: sentiment, social media, algo trading, performance, indicators, twitter |
Initial Coin Offerings | Ernst Young | regulatory | Keywords: blockchain, ico, smart, contract, token, valuation, security, regulation |
Investing With Cryptocurrencies A Liquidity Constrained Approach | CRIX Crypto Index | research | Keywords: valuation, depth, order books, spread, slippage |
ITIFC Index Guide | MV Index Solutions | research | The index is passive, capitalisation weighted, capped; providing a diversified, long-term and non-speculative investment approach based on a list of crypto assets from the top 30 market leaders. | Keywords: benchmark, methodology, passive, portfolio |
Leveraging the Cryptoeconomic Machine | Aenigma Capital Research | research | Keywords: valuation, token, utility, intrinsic, fundamental, velocity |
MakerDAO DAI Deep Dive | 51percent research | research | Keywords: maker, dai, mkr, stablecoin, cdp, valuation, governance, defi |
Republic Protocol | Aenigma Capital Research | research | Keywords: valuation, republic, protocol, ren |
Risks And Returns Of Cryptocurrency Risk Reward Factor Attribution | National Bureau of Economic Research | research | Keywords: valuation, analysis, modeling, portfolio management, performance |
Sortino Ratio Spreadsheet | Cryptosheets | model | Keywords: metrics, indicators, risk, adjusted, volatility, excel |
State of the Token Market 2017 | FABRIC Ventures | research | Keywords: ico, scalability, fundraise, returns |
State of the Token Market Q3 2018 | FABRIC Ventures | research | Keywords: ico, scalability, fundraise, returns |
Venture Fund III Conference Call Prose Combined | Pantera | research | Keywords: investing, fund, portfolio |
YTD Rolling Returns - BTC, ETH vs Large & Mid Caps | Paradigm | Performance | Year to date cumulative rolling daily returns 2019 opened with Ethereum plunging over 50% before putting in a double bottom. While most highly correlated ERC20 tokens suffered equal or worse damage, BTC, large and mid cap crypto benchmarks proved more resilient. Dispersion gave way to correlation as ETH rebounded strongly heading into the summer. Note: you can use the zoom selector from the toolbox to zoom individually for each chart. | Keywords: roi, returns, performance, ytd, cumulative, benchmark, index |
-
CHECK API STATUS
See statistics on the current and recent status of this API endpoint here.
-
PRICING & ACCESS
See pricing details for this endpoint including rate limits, account subscriptions, custom bulk data access and more here.
Metrics Current
A method to query data from a more advanced and comprehensive valuation metrics endpoint. Data is available for a handful of top assets where underlying chain data is substantially more available, reliable and stable. Data returned per symbol is extensive and includes market caps metrics, volatility, moving averages, transaction activity, hashrate, block metrics, NVT, MVRV, MVDV, FR, FRM, delta cap and much more. *Important note: certain ratios including Sharpe or Sortino ratios require discretionary non crypto reference data including a risk free rate (RFR). We currently use US Treasury bills and 3M LIBOR as base RFRs for comparison purposes but also backtest using our own custom crypto RFRs based off of stable coin indices as well as EURIBOR, SHIBOR, SOFR and others. Additional details about our crypto metrics can be found using our metrics-info endpoint here.
Parameter | Description | Required | Type | Example |
---|---|---|---|---|
date | Query based off of a specific value for date | false | string |
|
symbol | Query based off of a specific value for symbol or symbols using csv (BTC) | false | string |
BTC |
price | Query based off of a specific value for price | false | number |
|
marketcap | Query based off of a specific value or range for marketcap | false | number |
2500000000: |
marketCapAbsoluteChange | Query based off of a specific value for marketCapAbsoluteChange | false | number |
|
realizedCap | Query based off of a specific value for realizedCap | false | number |
|
averageCap | Query based off of a specific value for averageCap | false | number |
|
deltaCap | Query based off of a specific value for deltaCap | false | number |
|
exchangeVolume | Query based off of a specific value for exchangeVolume | false | number |
|
adjustedTxVolume | Query based off of a specific value for adjustedTxVolume | false | number |
|
medianTxValue | Query based off of a specific value for medianTxValue | false | number |
|
txCount | Query based off of a specific value or range for txCount | false | number |
10000:400000 |
activeAddresses | Query based off of a specific value for activeAddresses | false | number |
100000: |
paymentCount | Query based off of a specific value for paymentCount | false | number |
|
MVDV | Query based off of a specific value for MVDV | false | number |
|
MVRV | Query based off of a specific value for MVRV | false | number |
|
nvt | Query based off of a specific value for nvt | false | number |
100: |
nvts | Query based off of a specific value for nvts | false | number |
|
mayerMultiple | Query based off of a specific value for mayerMultiple | false | number |
|
medianFee | Query based off of a specific value or range for medianFee | false | number |
0:0.0001 |
fees | Query based off of a specific value for fees | false | number |
|
FR | Query based off of a specific value for FR | false | number |
|
FRM | Query based off of a specific value for FRM | false | number |
|
generatedCoins | Query based off of a specific value for generatedCoins | false | number |
|
inflationAnnualized | Query based off of a specific value for inflationAnnualized | false | number |
0.1: |
valueOfCreatedCoins | Query based off of a specific value for valueOfCreatedCoins | false | number |
|
averageDifficulty | Query based off of a specific value for averageDifficulty | false | number |
|
blockCount | Query based off of a specific value for blockCount | false | number |
|
blockSize | Query based off of a specific value for blockSize | false | number |
|
hashrate | Query based off of a specific value for hashrate | false | number |
|
sharpeRatio | Query based off of a specific value for sharpeRatio | false | number |
|
sortinoRatio | Query based off of a specific value for sortinoRatio | false | number |
|
unrealizedPL | Query based off of a specific value for unrealizedPL | false | number |
|
lastDate | Query based off of a specific value for lastDate | false | string |
|
sma50 | Simple moving average for the trailing 50 periods (usually days) |
false | number |
|
sma100 | Simple moving average for the trailing 100 periods (usually days) |
false | number |
|
sma200 | Simple moving average for the trailing 200 periods (usually days) |
false | number |
|
vol10 | Query based off of a specific value for vol10 | false | number |
|
vol30 | Query based off of a specific value for vol30 | false | number |
|
change1 | Query based off of a specific value for change1 | false | number |
|
change7 | Query based off of a specific value for change7 | false | number |
|
change30 | Query based off of a specific value for change30 | false | number |
|
change90 | Query based off of a specific value for change90 | false | number |
|
change365 | Query based off of a specific value for change365 | false | number |
|
- Pull data into spreadsheet templates, dashboards and models
- Visualize complex data sets using our widget engine
- Build data into content for websites and apps
- Embed example widgets & charts into your published articles or research.
- To learn more about this data and see additional real-world applications, check out our gallery using the explorer here.
title | source | category | description |
---|---|---|---|
2018 Annual Letter | MultiCoin Capital | research | Keywords: performance, selling, retail, investor, attacks, mining, volatility, infrastructure, defi, scaling, layer |
A First Econometric Analysis Of The CRIX Family | CRIX Crypto Index | research | Keywords: valuation, index, benchmark, methodology, cryptoeconomics |
A First Look at the Crypto Mining Malware Ecosystem | University of Cambridge | research | Keywords: hack, attack, virus, cryptojack, |
A Model of CryptoCurrencies | Princeton | academic | Keywords: model, valuation, ico, bubble |
Accomplice VC Crypto Market Map | Accomplice VC | research | Keywords: venture capital, taxonomy |
Accounting For Venezuelan Hyperinflation in Portfolio Risk Models | Bloomberg | research | Keywords: inflation, deflation, dictator, portfolio management |
An Index For Investing In Blockchain Based Cryptocurrencies | CRIX Crypto Index | research | Keywords: benchmark, performance |
Asset Highlight Ether | Cryptoscores | research | Keywords: valuation, metric, primer, smart, contract, eth, sharding, stake, consensus, return |
ATR Spreadsheet | Cryptosheets | model | Keywords: metrics, indicators, range, average, excel |
BAT Token ATH Comparisons | Paradigm | Historical Performance | Comparing the listed ATH prices for the same token from multiple industry providers The disparities in what is referred to or reported as the ‘all time high/low’ price for even larger cap more well known tokens can be so wide in come cases it’s hard to believe. | Keywords: all time, ath, atl, performance, brave |
Benchmark Relative Performance | Paradigm | Benchmarks | Comparing trailing returns for crypto benchmarks across large cap, small cap and type Perspective and context are the most important variables when analyzing benchmark performance in crypto. Any relative returns or relative value analysis should employ multi-period overlays to allow a more balanced view of short term price action vs long term price trends. | Keywords: roi, performance, returns, index |
Bitcoin Economics Parts 1 2 3 5 | Bitmex | research | Keywords: cryptoeconomics, valuation |
Bitcoin Rolling 2019 YTD Performance | Paradigm | Performance | Year to date cumulative rolling daily returns for BTC Short term market moves can often mask a broader dispersion pattern in returns across crypto assets. Bitcoin’s ‘dominance’ makes it easy to forget what trends may be developing under the surface. Rolling cumulative returns vs daily moves also support Tom Lee’s thesis that the majority of gains for BTC are made in less than 2 weeks every year. | Keywords: roi, returns, performance, ytd, cumulative |
Bitwise Crypto Index Methodology | Bitwise | research | Keywords: framework, benchmark, model |
Bitwise The Case For Diversification Within Crypto Investing | Bitwise | research | Keywords: portfolio, risk management, asset allocation, benchmark |
Blockchain Adoption in Capital Markets - 2018 | Greenwich Associates | research | Keywords: adoption, institutional investors, |
Blockchain by Cisco Build Trust Based Business Networks | Cisco | research | Keywords: corporate, enterprise, dlt, adoption |
Blockchains and the Economic Institutions of Capitalism | RMIT University | research | Keywords: disruption, cryptoeconomics, dlt, governance |
Bloomberg Galaxy Crypto Index Fact Sheet | Bloomberg | research | Keywords: bcgi |
Bloomberg Galaxy Crypto Index Methodology | Bloomberg | research | Keywords: bcgi, benchmark |
Bloomberg Galaxy Crypto Index Rebalancing | Bloomberg | research | Keywords: bcgi |
Breaking Blockchain Open | Deloitte | research | Keywords: survey, enterprise, private, adoption |
BTC Monthly Price Changes | Paradigm | Historical Performance | 30D price percentage changes | Keywords: roi, performance, returns, roi |
BTC Monthly Price Changes | Paradigm | Historical Performance | 30D price percentage changes Monthly performance over a longer period of time often reveals more coherent trends while also allowing for more apples to apples comparisons with capital markets asset like commodities or equities. It can also provide better context for actual price changes relative to confusing headlines and social media narratives. | Keywords: roi, performance, returns, roi |
BTC MVRV Ratio | Paradigm | Network Value | Exploring network valuation using MVRV MVRV is a simple ratio to measure network value using a novel metric for traditional market cap called Realised Cap. MVRV = Market Cap / Realised Cap. It can be useful for getting a sense of when the exchange traded price is below “fair value” or even as an indicator for potential cycle tops and bottoms. | Keywords: realised cap, market cap, valuation, metric |
BTC Pricing Value Models | Paradigm | Network Value | Evaluating novel metrics for Bitcoin valuation Bitcoin continues to defy and break most convential models across pricing, growth, trend, econometrics, epidemiological and more. Perspective and context are always valuable in these exercises especially when they can help frame it all in the same consumable dimension. Hats off to Will Woo’s continued inspirational, thoughtful and creative work: (http://charts.woobull.com/). *Note: this chart is better viewed in larger size, click the button in right hand menu to enlarge. | Keywords: realised cap, market cap, valuation, metric, deltacap, nvt, mvrv, signal, willy woo |
BTC Weekly Price Changes | Paradigm | Historical Performance | 7D price percentage changes Weekly performance over a longer period of time often reveals more coherent trends while also allowing for more apples to apples comparisons with capital markets asset like commodities or equities. It can also provide better context for actual price changes relative to confusing headlines and social media narratives. | Keywords: roi, performance, returns, roi |
CCCAGG Data Index Methodology | Cryptocompare | research | Keywords: exchange, trading volume, benchmark |
Consumer Tokens Framework Version1 | Brooklyn Project | research | Keywords: taxonomy, classification |
Corporate Governance for Complex Cryptocurrencies | Phillipp Hacker | research | Keywords: governance, icann, complexity theory, framework, vote |
Crypto Hacktivity | Paradigm | Hacks & Attacks | Mapping historic hacking events & related malicious activity With the exception of a few ICOs and wallet services, crypto exchanges remain the biggest and arguably easiest target for hackers. The inflows and outflows are tracked in more detail every day making pattern recognition a powerful tool to monitor and recognize any slip ups or changes in behavior. Notable more recently is the ability of advanced forensic services like Chainalysis to help law enforcement identify and track down criminal activity. | Keywords: hack, attack, theft, scam, ponzi, threat, malware, phish |
Crypto Index Introduction Slides | CRIX Crypto Index | research | Keywords: benchmark, performance, methodology, crix |
Crypto Utopia | Autonomous NEXT | research | Keywords: crypto, ico, token, regulatory, venture, fork, hack, fund, taxonomy |
Crypto Week in Review 8.24.2018 | Satis Group | periodical | Keywords: performance |
Cryptocurrencies Venture Into The Unknown | Cambridge Associates | research | Keywords: adoption, institutional investors |
Cryptocurrency Anti Money Laundering Report | Ciphertrace | research | Keywords: aml, crime, hack, bitcoin, attack, fincen, kyc, theft |
CryptoUtopia | Autonomous NEXT | research | Keywords: venture capital, ico, hype, taxonomy |
Cyber Attack Preparing for the Inevitable | DTCC | research | Keywords: custody, dtcc, clearing, hack, threat, attack |
Discovering Bitcoins Network Topology Using Orphan Transactions | DTR Research | academic | Keywords: fairness, robustness, network, attack, eclipse |
Distributed Ledger Technology Beyond Blockchain | UK Office for Science | research | Keywords: disrupt, policy, innovation, labor force, adoption, socioeconomics |
Emerging Markets Bitcoin Volumes | Paradigm | Global Adoption | Tracking Bitcoin activity and usage in volatile emerging markets While growth trends of Bitcoin usage in emerging markets are more difficult to discern than the headlines would indicate, the clearest activity patterns emerge as spikes in reaction to local regulatory announcements. The explosion of volume in China immediately prior to and following the Chinese government’s announcement banning all ICO related activity in early September of 2017 is perhaps the most notable. | Keywords: local, venezuela, iran, brazil, south africa, brl, fiat, embargo, sanction, adoption, inflation, vef, monetary policy, china |
ETH Monthly Price Changes | Paradigm | Historical Performance | 30D price percentage changes | Keywords: roi, performance, returns, roi |
ETH Weekly Price Changes | Paradigm | Historical Performance | 7D price percentage changes Weekly performance over a longer period of time often reveals more coherent trends while also allowing for more apples to apples comparisons with capital markets asset like commodities or equities. It can also provide better context for actual price changes relative to confusing headlines and social media narratives. | Keywords: roi, performance, returns, roi |
FCAS Report ZEC | Flipside Crypto | research | Keywords: flipside, valuation, rating, repo, github, developer, codebase |
Framework for Investment Contract Analysis of Digital Assets | SEC | regulatory | https://www.sec.gov/corpfin/framework-investment-contract-analysis-digital-assets | Keywords: sec, regulator, valuation, taxonomy, howey, framework, methodology, ico, securities, law, classification, dapp |
From Hype to Reality A Taxonomy of Blockchain Applications | Karlsruthe Institute of Technology | research | Keywords: framework, classification, category, valuation, model |
Game Theory How to Destroy Bitcoin | Bletchley | academic | Keywords: network, attack, blockchain, selfish, stubborn, mining, 51, percent, academic |
GDAX Digital Asset Framework | GDAX | research | Keywords: exchange, taxonomy, qualifications |
Guidance on Cryptoassets | UK FCA | regulatory | This paper looks at where cryptoassets would be considered ‘Specified Investments’ under the Regulated Activities Order (RAO),3 ‘Financial Instruments’ such as ‘Transferable Securities’ under the Markets in Financial Instruments Directive II (MiFID II),4 or captured under the Payment Services Regulations (PSRs), 5 or the E-Money Regulations (EMRs).6 It also covers where cryptoassets would not be considered ‘Specified Investments’ under the RAO. | Keywords: mifid, rao, securities, regulation, classification, oversight, taxonomy |
Historical PoW Inflation Trends | Paradigm | Inflation | Comparing historical relative inflation trends for large cap assets Unlike conventional inflation measures including CPI, there is no central bank authority dictating, controlling or manipulating the target rate. Instead it is often set from genesis, defined in the governance protocol or established inside a dynamic decision making framework. Venezuela is a tragic reminder to carefully consider the difference between bankers & politicians vs. mathematical code. | Keywords: emission, supply, inflation, deflation, disinflation |
Immaturity of Tokenized Value Capture Mechanisms | Felipe Gaucho Pereira | research | There’s a good degree of consensus around the overvaluation of assets in the market; a lot of decent discussions around valuation methodologies aiming to frame the madness; but not much rational talk about the root issue: do cryptoassets really capture the value of something, at all? | Keywords: intrinsic, accretion, creation, wealth, definition |
Information Content Of Pre Open Social Media For Market Returns | Pluribus Labs Research | research | Keywords: sentiment, social media, algo trading, performance, indicators, twitter |
Initial Coin Offerings | Ernst Young | regulatory | Keywords: blockchain, ico, smart, contract, token, valuation, security, regulation |
Investing With Cryptocurrencies A Liquidity Constrained Approach | CRIX Crypto Index | research | Keywords: valuation, depth, order books, spread, slippage |
ITIFC Index Guide | MV Index Solutions | research | The index is passive, capitalisation weighted, capped; providing a diversified, long-term and non-speculative investment approach based on a list of crypto assets from the top 30 market leaders. | Keywords: benchmark, methodology, passive, portfolio |
Its Time to Strengthen the Regulations of Cryptoassets | Brookings Institute | research | Keywords: framework, law, regulator, oversight, transparency |
Large Scale Cyber Attacks on the Financial System | DTCC | research | Keywords: custody, dtcc, clearing, hack, attack |
Leveraging the Cryptoeconomic Machine | Aenigma Capital Research | research | Keywords: valuation, token, utility, intrinsic, fundamental, velocity |
MACD Spreadsheet | Cryptosheets | model | Keywords: metrics, indicators, average, convergence, divergence, excel |
MakerDAO DAI Deep Dive | 51percent research | research | Keywords: maker, dai, mkr, stablecoin, cdp, valuation, governance, defi |
Network Value Aggregate Fee Ratio | CryptoChat | research | Keywords: nvafr, security, inflation, btc, eth, ltc, xmr, dcr, bch, xrp |
NVT Ratio Spreadsheet | Cryptosheets | model | Keywords: metrics, indicators, network, transaction, excel |
PoW Inflation Rates | Paradigm | Inflation | Comparing relative inflation rates for large cap assets Inflation or ‘emission’ rates are an important dynamic in crypto asset valuation and can vary significantly across different consensus protocols and networks. | Keywords: emission, supply, inflation, deflation, disinflation |
Price Predictions | Cryptosheets | model | Keywords: metrics, indicators, forecast, excel |
Pricing Cryptocurrency Options The Case Of CRIX And Bitcoin | CRIX Crypto Index | research | Keywords: derviatives, options, analysis, hedge, index, benchmark |
Principles for Financial Benchmarks | ISCO | research | This Report, which has been prepared by the IOSCO Board Level Task Force on Financial Market Benchmarks (Task Force), sets out IOSCO’s final Principles on Financial Benchmarks. The Task Force was created in light of investigations and enforcement actions regarding attempted manipulation of major interest rate Benchmarks and the fragility and integrity of their use and their impact on the real economy. | Keywords: methodology, framework, index, reference rates, libor, manipulation |
Proposed Framework for Crypto Asset Trading Platforms | Joint Canadian Securities Administrators | regulatory | Keywords: policy, regulation, clearing, oversight, law, integration |
Proposed Framework for Crypto-Asset Trading Platforms | Joint Canadian Securities Administrators | regulatory | The purpose of this joint CSA/IIROC Consultation Paper (the Consultation Paper) is to seek feedback from the financial technology (fintech) community, market participants, investors and other stakeholders on how requirements may be tailored for Platforms operating in Canada whose operations engage securities law. We intend to use this feedback to establish a framework that provides regulatory clarity to Platforms, addresses risks to investors and creates greater market integrity. | Keywords: canada, investment industry, regulatory, framework, consultation, trading, advisory, exchanges |
Regulate or Not Overview Cryptographic Assets With Simultaneous Economic Properties | Bravenewcoin | research | Keywords: bitcoin, blockchain, dlt, taxonomy, classification, investment, managers, use, case, protocol, tokens, basket, index, commodities, store, value |
Republic Protocol | Aenigma Capital Research | research | Keywords: valuation, republic, protocol, ren |
Risks And Returns Of Cryptocurrency Risk Reward Factor Attribution | National Bureau of Economic Research | research | Keywords: valuation, analysis, modeling, portfolio management, performance |
RSI ATR MACD Spreadsheet | Cryptosheets | model | Keywords: metrics, indicators, strength, technical, average, convergence, divergence, excel |
RSI Spreadsheet | Cryptosheets | model | Keywords: metrics, indicators, strength, technical, excel |
Scalability Interoperability and Sustainability of Blockchains | European Union Blockchain Forum | research | we take a look at the current and likely future state of blockchain in Europe through the lens of large-scale blockchain platforms. Along the way we ask ourselves what factors, technical and organisational, are likely to shape how platforms develop, and make some observations and recommendations for entrepreneurs and policy makers about best practice. | Keywords: adoption, integration, enterprise, scale, permissioned, ramp |
Scenario Timelines - Large Cap vs. Mid Cap | Paradigm | Scenario | Comparing performance of benchmarks through various impact event scenarios Scenario analysis can be a valuable risk management tool, especially when robust data provides more accurate and statistically significant insights. While shorter on an absolute basis, the crypto timeline accelerates at a velocity with no precedent. Our crypto events database provides a rich scenario backdrop against which to build and calibrate our risk models. | Keywords: benchmark, scenario, events, stress |
Secular Themes & Trends | Paradigm | Capital Markets Volatility | Secular Themes & Trends 120yr Look Back at the Capital Markets Economy | Keywords: inflation, sp500, interest rates, cpi, ust, capital markets |
Some Simple Economics Of The Blockchain | MIT | research | Keywords: cryptoeconomics |
Sortino Ratio Spreadsheet | Cryptosheets | model | Keywords: metrics, indicators, risk, adjusted, volatility, excel |
Taxonomy Of Blockchain Tech Principles Of Identification And Classification | Center for Blockchain Technologies | research | Keywords: immutable, identification, taxonomy, framework, org structure, governance |
The Brooklyn Project | Brooklyn Project | research | Keywords: taxonomy, classification |
The Brooklyn Project Framework Version 1 | Brooklyn Project | research | Keywords: taxonomy, classification |
Token Mania | Autonomous NEXT | research | Keywords: crypto, ico, token, regulatory, venture, fork, hack, fund, taxonomy |
Volatility Spreadsheet | Cryptosheets | model | Keywords: metrics, indicators, vol, deviation, historical, excel |
-
CHECK API STATUS
See statistics on the current and recent status of this API endpoint here.
-
PRICING & ACCESS
See pricing details for this endpoint including rate limits, account subscriptions, custom bulk data access and more here.
Volatility
A method to query current and historical volatility data. The volatility endpoint serves data on thousands of unique crypto assets. Data returned includes multi-period realized volatility, pctChg, short vs long term trends, relative metric rankings, volatility curve slopes, inverted status and more.
Parameter | Description | Required | Type | Example |
---|---|---|---|---|
datetimeUTC | Date as the coordinated universal time (UTC) convention | false | string |
|
slug | Unique identifier for the asset or symbol |
false | string |
|
symbol | Symbol of the asset |
false | string |
|
name | Name of the asset |
false | string |
|
price | Close price |
false | number |
|
change1 | Percent Change for the trailing 1 periods (usually days) |
false | number |
|
change5 | Percent Change for the trailing 5 periods (usually days) |
false | number |
|
change7 | Percent Change for the trailing 7 periods (usually days) |
false | number |
|
change10 | Percent Change for the trailing 10 periods (usually days) |
false | number |
|
change20 | Percent Change for the trailing 20 periods (usually days) |
false | number |
|
change30 | Percent Change for the trailing 30 periods (usually days) |
false | number |
|
change50 | Percent Change for the trailing 50 periods (usually days) |
false | number |
|
change90 | Percent Change for the trailing 90 periods (usually days) |
false | number |
|
change180 | Percent Change for the trailing 180 periods (usually days) |
false | number |
|
change365 | Percent Change for the trailing 365 periods (usually days) |
false | number |
|
pctChgSpread | Absolute difference between the smallest and largest percent change over all periods |
false | number |
|
allPeriodTrend | Trend direction of Percent Change across all given periods |
false | string |
|
rankPctChg1D | Absolute rank of the 1 period percent change for the given asset |
false | number |
|
rankPctChg5D | Absolute rank of the 5 period percent change for the given asset |
false | number |
|
rankPctChg7D | Absolute rank of the 7 period percent change for the given asset |
false | number |
|
rankPctChg30D | Absolute rank of the 30 period percent change for the given asset |
false | number |
|
rankPctChg90D | Absolute rank of the 90 period percent change for the given asset |
false | number |
|
rankPctChg365D | Absolute rank of the 365 period percent change for the given asset |
false | number |
|
vol5 | Volatility for the trailing 5 periods (usually days) |
false | number |
|
vol7 | Volatility for the trailing 7 periods (usually days) |
false | number |
|
vol10 | Volatility for the trailing 10 periods (usually days) |
false | number |
|
vol20 | Volatility for the trailing 20 periods (usually days) |
false | number |
|
vol30 | Volatility for the trailing 30 periods (usually days) |
false | number |
|
vol50 | Volatility for the trailing 50 periods (usually days) |
false | number |
|
volSpread5Dv50D | Spread between short and long term volatility (5D) - (50D) |
false | number |
|
volCurveInverted | Describes if the volatility curve is inverted |
false | number |
|
volCurveSlope | Slope of the volatility curve (long term) - (short term) |
false | number |
|
curveSlope | Slope of the volatility curve |
false | string |
|
rankVol5D | Absolute rank of 5 period trailing volatility |
false | number |
|
rankVol10D | Absolute rank of 10 period trailing volatility |
false | number |
|
rankVol30D | Absolute rank of 30 period trailing volatility |
false | number |
|
rankVol50D | Absolute rank of 50 period trailing volatility |
false | number |
|
rankVolSpread5Dv50D | Absolute rank of spread between short and long term volatility (5D) - (50D) |
false | number |
|
rankVolCurveSlope | Absolute rank of slope of the volatility curve (long term) - (short term) |
false | number |
|
var5 | Variance for the trailing 5 periods (usually days) |
false | number |
|
var7 | Variance for the trailing 7 periods (usually days) |
false | number |
|
var10 | Variance for the trailing 10 periods (usually days) |
false | number |
|
var20 | Variance for the trailing 20 periods (usually days) |
false | number |
|
var30 | Variance for the trailing 30 periods (usually days) |
false | number |
|
var50 | Variance for the trailing 50 periods (usually days) |
false | number |
|
rankVar5D | Absolute rank of 5 period trailing variance |
false | number |
|
rankVar7D | Absolute rank of 7 period trailing variance |
false | number |
|
rankVar10D | Absolute rank of 10 period trailing variance |
false | number |
|
rankVar20D | Absolute rank of 20 period trailing variance |
false | number |
|
rankVar30D | Absolute rank of 30 period trailing variance |
false | number |
|
rankVar50D | Absolute rank of 50 period trailing variance |
false | number |
|
- Pull data into spreadsheet templates, dashboards and models
- Visualize complex data sets using our widget engine
- Build data into content for websites and apps
- Embed example widgets & charts into your published articles or research.
- To learn more about this data and see additional real-world applications, check out our gallery using the explorer here.
title | source | category | description |
---|---|---|---|
2018 Annual Letter | MultiCoin Capital | research | Keywords: performance, selling, retail, investor, attacks, mining, volatility, infrastructure, defi, scaling, layer |
A Look into the Crypto Options Market | Skew Research | research | Keywords: derivatives, hedge, leverage |
Bitcoin Futures Trading Review Q1 2018 | Element Group | research | Keywords: curve, spot, cme, cboe |
Bitcoin Futures Volumes | Paradigm | Derivatives | Tracking activity, volumes and positioning in regulated crypto futures markets The introduction of regulated futures markets for Bitcoin was a widely anticipated and overhyped event. Difficult to argue there was no impact on the price from the introduction of a derivative instrument designed to provide traders with the ability to short and bet against the price of Bitcoin. As markets mature, the ability to hedge using futures will likely see the overall market continue to grow. | Keywords: cme, derivatives, futures, contract, swap, options, hedge, institutional, cftc, cboe, trading, volume |
BVOL vs EVOL | Paradigm | Volatility | Tracking synthetic crypto volatility benchmarks and derivatives In the absence of mature futures or options markets, exchanges offering derivative and synthetics trading often benefit. Access to leverage from 100-400x on some of these trading vehicles makes them even more important to track. After all, what could possibly go wrong? | Keywords: volatility, derivatives, bitmex, index |
Crypto Lending Markets Overview | ICORating | research | Keywords: borrow, margin, loan, derivatives, leverage |
Crypto Sentiment Study | Coindesk | research | Keywords: survey, investment, risk, bitcoin, trust |
Cryptocurrencies Looking Beyond Hype | Bank Of International Settlements | research | Keywords: crypto, blockchain, ledger, cbdc, regulation, volatility, mining, ico |
Customer Advisory Use Caution Buying Digital Coins Tokens | CFTC | regulatory | Keywords: regulation, ico, fraud, risk |
Digital Asset Lending Via Open Protocols | Bloqboard Research | research | Keywords: borrow, dapp, derivatives |
Global Benchmark Transition Report | ISDA | research | Keywords: derivatives, rfr, reference rate, libor, sofr |
Global Macro Trends Cryptocurrencies | Element Group | research | Keywords: asset, management, correction, volatility, bitcoin, dispersion, futures, geopolitical |
LabCFTC Primer Smart Contracts | CFTC | regulatory | Keywords: regulation, compliance, smart, contract, risk, case, governance |
LabCFTC Primer Virtual Currencies | CFTC | regulatory | Keywords: regulation, ico, fraud, risk |
Lending Block LND | Picolo Research | research | Keywords: ico, derivatives, borrow |
SEC rejection of NYSE ProShares Direxion Futures Based BTC ETF | SEC | regulatory | Keywords: etf, sec, approval, derivatives |
Sortino Ratio Spreadsheet | Cryptosheets | model | Keywords: metrics, indicators, risk, adjusted, volatility, excel |
Thematic Insights Decentralized Finance DeFi | Delphi Digital | research | Keywords: defi, dex, dao, dharma, derivatives, margin, prediction |
-
CHECK API STATUS
See statistics on the current and recent status of this API endpoint here.
-
PRICING & ACCESS
See pricing details for this endpoint including rate limits, account subscriptions, custom bulk data access and more here.
Metrics Info
A method to query our valuation metrics library. We maintain a growing reference for novel crypto specific metrics including creator, type, examples, scenarios, formulas, required input data, links to original methodologies and more. If you’re looking for the actual underlying metric data fully calculated and served, check out our Metrics endpoints in the Datasets category. If you dont see it, chances are we still have it so please contact us.
Parameter | Description | Required | Type | Example |
---|---|---|---|---|
name | Query based off of a specific value for name | false | string |
Livliness Measure |
description | Query based off of a specific value for description | false | string |
|
type | Query based off of a specific value for type | false | string |
threat surface |
calcType | Query based off of a specific value for calcType | false | string |
ratio |
inputs | Query based off of a specific value for inputs | false | string |
hash rate |
notes | Query based off of a specific value for notes | false | string |
|
outputs | Query based off of a specific value for outputs | false | string |
NVT Ratio |
refUrl1 | Query based off of a specific value for refUrl1 | false | string |
http://charts.woobull.com/bitcoin-nvt-ratio |
refUrl2 | Query based off of a specific value for refUrl2 | false | string |
|
scenario | Query based off of a specific value for scenario | false | string |
holder concentration |
- Pull data into spreadsheet templates, dashboards and models
- Visualize complex data sets using our widget engine
- Build data into content for websites and apps
- Embed example widgets & charts into your published articles or research.
- To learn more about this data and see additional real-world applications, check out our gallery using the explorer here.
title | source | category | description |
---|---|---|---|
2018 Annual Letter | MultiCoin Capital | research | Keywords: performance, selling, retail, investor, attacks, mining, volatility, infrastructure, defi, scaling, layer |
A First Econometric Analysis Of The CRIX Family | CRIX Crypto Index | research | Keywords: valuation, index, benchmark, methodology, cryptoeconomics |
A First Look at the Crypto Mining Malware Ecosystem | University of Cambridge | research | Keywords: hack, attack, virus, cryptojack, |
A Model of CryptoCurrencies | Princeton | academic | Keywords: model, valuation, ico, bubble |
Accomplice VC Crypto Market Map | Accomplice VC | research | Keywords: venture capital, taxonomy |
Accounting For Venezuelan Hyperinflation in Portfolio Risk Models | Bloomberg | research | Keywords: inflation, deflation, dictator, portfolio management |
An Index For Investing In Blockchain Based Cryptocurrencies | CRIX Crypto Index | research | Keywords: benchmark, performance |
Asset Highlight Ether | Cryptoscores | research | Keywords: valuation, metric, primer, smart, contract, eth, sharding, stake, consensus, return |
ATR Spreadsheet | Cryptosheets | model | Keywords: metrics, indicators, range, average, excel |
BAT Token ATH Comparisons | Paradigm | Historical Performance | Comparing the listed ATH prices for the same token from multiple industry providers The disparities in what is referred to or reported as the ‘all time high/low’ price for even larger cap more well known tokens can be so wide in come cases it’s hard to believe. | Keywords: all time, ath, atl, performance, brave |
Benchmark Relative Performance | Paradigm | Benchmarks | Comparing trailing returns for crypto benchmarks across large cap, small cap and type Perspective and context are the most important variables when analyzing benchmark performance in crypto. Any relative returns or relative value analysis should employ multi-period overlays to allow a more balanced view of short term price action vs long term price trends. | Keywords: roi, performance, returns, index |
Bitcoin Economics Parts 1 2 3 5 | Bitmex | research | Keywords: cryptoeconomics, valuation |
Bitcoin Rolling 2019 YTD Performance | Paradigm | Performance | Year to date cumulative rolling daily returns for BTC Short term market moves can often mask a broader dispersion pattern in returns across crypto assets. Bitcoin’s ‘dominance’ makes it easy to forget what trends may be developing under the surface. Rolling cumulative returns vs daily moves also support Tom Lee’s thesis that the majority of gains for BTC are made in less than 2 weeks every year. | Keywords: roi, returns, performance, ytd, cumulative |
Bitwise Crypto Index Methodology | Bitwise | research | Keywords: framework, benchmark, model |
Bitwise The Case For Diversification Within Crypto Investing | Bitwise | research | Keywords: portfolio, risk management, asset allocation, benchmark |
Blockchain Adoption in Capital Markets - 2018 | Greenwich Associates | research | Keywords: adoption, institutional investors, |
Blockchain by Cisco Build Trust Based Business Networks | Cisco | research | Keywords: corporate, enterprise, dlt, adoption |
Blockchains and the Economic Institutions of Capitalism | RMIT University | research | Keywords: disruption, cryptoeconomics, dlt, governance |
Bloomberg Galaxy Crypto Index Fact Sheet | Bloomberg | research | Keywords: bcgi |
Bloomberg Galaxy Crypto Index Methodology | Bloomberg | research | Keywords: bcgi, benchmark |
Bloomberg Galaxy Crypto Index Rebalancing | Bloomberg | research | Keywords: bcgi |
Breaking Blockchain Open | Deloitte | research | Keywords: survey, enterprise, private, adoption |
BTC Monthly Price Changes | Paradigm | Historical Performance | 30D price percentage changes | Keywords: roi, performance, returns, roi |
BTC Monthly Price Changes | Paradigm | Historical Performance | 30D price percentage changes Monthly performance over a longer period of time often reveals more coherent trends while also allowing for more apples to apples comparisons with capital markets asset like commodities or equities. It can also provide better context for actual price changes relative to confusing headlines and social media narratives. | Keywords: roi, performance, returns, roi |
BTC MVRV Ratio | Paradigm | Network Value | Exploring network valuation using MVRV MVRV is a simple ratio to measure network value using a novel metric for traditional market cap called Realised Cap. MVRV = Market Cap / Realised Cap. It can be useful for getting a sense of when the exchange traded price is below “fair value” or even as an indicator for potential cycle tops and bottoms. | Keywords: realised cap, market cap, valuation, metric |
BTC Pricing Value Models | Paradigm | Network Value | Evaluating novel metrics for Bitcoin valuation Bitcoin continues to defy and break most convential models across pricing, growth, trend, econometrics, epidemiological and more. Perspective and context are always valuable in these exercises especially when they can help frame it all in the same consumable dimension. Hats off to Will Woo’s continued inspirational, thoughtful and creative work: (http://charts.woobull.com/). *Note: this chart is better viewed in larger size, click the button in right hand menu to enlarge. | Keywords: realised cap, market cap, valuation, metric, deltacap, nvt, mvrv, signal, willy woo |
BTC Weekly Price Changes | Paradigm | Historical Performance | 7D price percentage changes Weekly performance over a longer period of time often reveals more coherent trends while also allowing for more apples to apples comparisons with capital markets asset like commodities or equities. It can also provide better context for actual price changes relative to confusing headlines and social media narratives. | Keywords: roi, performance, returns, roi |
CCCAGG Data Index Methodology | Cryptocompare | research | Keywords: exchange, trading volume, benchmark |
Consumer Tokens Framework Version1 | Brooklyn Project | research | Keywords: taxonomy, classification |
Corporate Governance for Complex Cryptocurrencies | Phillipp Hacker | research | Keywords: governance, icann, complexity theory, framework, vote |
Crypto Hacktivity | Paradigm | Hacks & Attacks | Mapping historic hacking events & related malicious activity With the exception of a few ICOs and wallet services, crypto exchanges remain the biggest and arguably easiest target for hackers. The inflows and outflows are tracked in more detail every day making pattern recognition a powerful tool to monitor and recognize any slip ups or changes in behavior. Notable more recently is the ability of advanced forensic services like Chainalysis to help law enforcement identify and track down criminal activity. | Keywords: hack, attack, theft, scam, ponzi, threat, malware, phish |
Crypto Index Introduction Slides | CRIX Crypto Index | research | Keywords: benchmark, performance, methodology, crix |
Crypto Utopia | Autonomous NEXT | research | Keywords: crypto, ico, token, regulatory, venture, fork, hack, fund, taxonomy |
Crypto Week in Review 8.24.2018 | Satis Group | periodical | Keywords: performance |
Cryptocurrencies Venture Into The Unknown | Cambridge Associates | research | Keywords: adoption, institutional investors |
Cryptocurrency Anti Money Laundering Report | Ciphertrace | research | Keywords: aml, crime, hack, bitcoin, attack, fincen, kyc, theft |
CryptoUtopia | Autonomous NEXT | research | Keywords: venture capital, ico, hype, taxonomy |
Cyber Attack Preparing for the Inevitable | DTCC | research | Keywords: custody, dtcc, clearing, hack, threat, attack |
Discovering Bitcoins Network Topology Using Orphan Transactions | DTR Research | academic | Keywords: fairness, robustness, network, attack, eclipse |
Distributed Ledger Technology Beyond Blockchain | UK Office for Science | research | Keywords: disrupt, policy, innovation, labor force, adoption, socioeconomics |
Emerging Markets Bitcoin Volumes | Paradigm | Global Adoption | Tracking Bitcoin activity and usage in volatile emerging markets While growth trends of Bitcoin usage in emerging markets are more difficult to discern than the headlines would indicate, the clearest activity patterns emerge as spikes in reaction to local regulatory announcements. The explosion of volume in China immediately prior to and following the Chinese government’s announcement banning all ICO related activity in early September of 2017 is perhaps the most notable. | Keywords: local, venezuela, iran, brazil, south africa, brl, fiat, embargo, sanction, adoption, inflation, vef, monetary policy, china |
ETH Monthly Price Changes | Paradigm | Historical Performance | 30D price percentage changes | Keywords: roi, performance, returns, roi |
ETH Weekly Price Changes | Paradigm | Historical Performance | 7D price percentage changes Weekly performance over a longer period of time often reveals more coherent trends while also allowing for more apples to apples comparisons with capital markets asset like commodities or equities. It can also provide better context for actual price changes relative to confusing headlines and social media narratives. | Keywords: roi, performance, returns, roi |
FCAS Report ZEC | Flipside Crypto | research | Keywords: flipside, valuation, rating, repo, github, developer, codebase |
Framework for Investment Contract Analysis of Digital Assets | SEC | regulatory | https://www.sec.gov/corpfin/framework-investment-contract-analysis-digital-assets | Keywords: sec, regulator, valuation, taxonomy, howey, framework, methodology, ico, securities, law, classification, dapp |
From Hype to Reality A Taxonomy of Blockchain Applications | Karlsruthe Institute of Technology | research | Keywords: framework, classification, category, valuation, model |
Game Theory How to Destroy Bitcoin | Bletchley | academic | Keywords: network, attack, blockchain, selfish, stubborn, mining, 51, percent, academic |
GDAX Digital Asset Framework | GDAX | research | Keywords: exchange, taxonomy, qualifications |
Guidance on Cryptoassets | UK FCA | regulatory | This paper looks at where cryptoassets would be considered ‘Specified Investments’ under the Regulated Activities Order (RAO),3 ‘Financial Instruments’ such as ‘Transferable Securities’ under the Markets in Financial Instruments Directive II (MiFID II),4 or captured under the Payment Services Regulations (PSRs), 5 or the E-Money Regulations (EMRs).6 It also covers where cryptoassets would not be considered ‘Specified Investments’ under the RAO. | Keywords: mifid, rao, securities, regulation, classification, oversight, taxonomy |
Historical PoW Inflation Trends | Paradigm | Inflation | Comparing historical relative inflation trends for large cap assets Unlike conventional inflation measures including CPI, there is no central bank authority dictating, controlling or manipulating the target rate. Instead it is often set from genesis, defined in the governance protocol or established inside a dynamic decision making framework. Venezuela is a tragic reminder to carefully consider the difference between bankers & politicians vs. mathematical code. | Keywords: emission, supply, inflation, deflation, disinflation |
Immaturity of Tokenized Value Capture Mechanisms | Felipe Gaucho Pereira | research | There’s a good degree of consensus around the overvaluation of assets in the market; a lot of decent discussions around valuation methodologies aiming to frame the madness; but not much rational talk about the root issue: do cryptoassets really capture the value of something, at all? | Keywords: intrinsic, accretion, creation, wealth, definition |
Information Content Of Pre Open Social Media For Market Returns | Pluribus Labs Research | research | Keywords: sentiment, social media, algo trading, performance, indicators, twitter |
Initial Coin Offerings | Ernst Young | regulatory | Keywords: blockchain, ico, smart, contract, token, valuation, security, regulation |
Investing With Cryptocurrencies A Liquidity Constrained Approach | CRIX Crypto Index | research | Keywords: valuation, depth, order books, spread, slippage |
ITIFC Index Guide | MV Index Solutions | research | The index is passive, capitalisation weighted, capped; providing a diversified, long-term and non-speculative investment approach based on a list of crypto assets from the top 30 market leaders. | Keywords: benchmark, methodology, passive, portfolio |
Its Time to Strengthen the Regulations of Cryptoassets | Brookings Institute | research | Keywords: framework, law, regulator, oversight, transparency |
Large Scale Cyber Attacks on the Financial System | DTCC | research | Keywords: custody, dtcc, clearing, hack, attack |
Leveraging the Cryptoeconomic Machine | Aenigma Capital Research | research | Keywords: valuation, token, utility, intrinsic, fundamental, velocity |
MACD Spreadsheet | Cryptosheets | model | Keywords: metrics, indicators, average, convergence, divergence, excel |
MakerDAO DAI Deep Dive | 51percent research | research | Keywords: maker, dai, mkr, stablecoin, cdp, valuation, governance, defi |
Network Value Aggregate Fee Ratio | CryptoChat | research | Keywords: nvafr, security, inflation, btc, eth, ltc, xmr, dcr, bch, xrp |
NVT Ratio Spreadsheet | Cryptosheets | model | Keywords: metrics, indicators, network, transaction, excel |
PoW Inflation Rates | Paradigm | Inflation | Comparing relative inflation rates for large cap assets Inflation or ‘emission’ rates are an important dynamic in crypto asset valuation and can vary significantly across different consensus protocols and networks. | Keywords: emission, supply, inflation, deflation, disinflation |
Price Predictions | Cryptosheets | model | Keywords: metrics, indicators, forecast, excel |
Pricing Cryptocurrency Options The Case Of CRIX And Bitcoin | CRIX Crypto Index | research | Keywords: derviatives, options, analysis, hedge, index, benchmark |
Principles for Financial Benchmarks | ISCO | research | This Report, which has been prepared by the IOSCO Board Level Task Force on Financial Market Benchmarks (Task Force), sets out IOSCO’s final Principles on Financial Benchmarks. The Task Force was created in light of investigations and enforcement actions regarding attempted manipulation of major interest rate Benchmarks and the fragility and integrity of their use and their impact on the real economy. | Keywords: methodology, framework, index, reference rates, libor, manipulation |
Proposed Framework for Crypto Asset Trading Platforms | Joint Canadian Securities Administrators | regulatory | Keywords: policy, regulation, clearing, oversight, law, integration |
Proposed Framework for Crypto-Asset Trading Platforms | Joint Canadian Securities Administrators | regulatory | The purpose of this joint CSA/IIROC Consultation Paper (the Consultation Paper) is to seek feedback from the financial technology (fintech) community, market participants, investors and other stakeholders on how requirements may be tailored for Platforms operating in Canada whose operations engage securities law. We intend to use this feedback to establish a framework that provides regulatory clarity to Platforms, addresses risks to investors and creates greater market integrity. | Keywords: canada, investment industry, regulatory, framework, consultation, trading, advisory, exchanges |
Regulate or Not Overview Cryptographic Assets With Simultaneous Economic Properties | Bravenewcoin | research | Keywords: bitcoin, blockchain, dlt, taxonomy, classification, investment, managers, use, case, protocol, tokens, basket, index, commodities, store, value |
Republic Protocol | Aenigma Capital Research | research | Keywords: valuation, republic, protocol, ren |
Risks And Returns Of Cryptocurrency Risk Reward Factor Attribution | National Bureau of Economic Research | research | Keywords: valuation, analysis, modeling, portfolio management, performance |
RSI ATR MACD Spreadsheet | Cryptosheets | model | Keywords: metrics, indicators, strength, technical, average, convergence, divergence, excel |
RSI Spreadsheet | Cryptosheets | model | Keywords: metrics, indicators, strength, technical, excel |
Scalability Interoperability and Sustainability of Blockchains | European Union Blockchain Forum | research | we take a look at the current and likely future state of blockchain in Europe through the lens of large-scale blockchain platforms. Along the way we ask ourselves what factors, technical and organisational, are likely to shape how platforms develop, and make some observations and recommendations for entrepreneurs and policy makers about best practice. | Keywords: adoption, integration, enterprise, scale, permissioned, ramp |
Scenario Timelines - Large Cap vs. Mid Cap | Paradigm | Scenario | Comparing performance of benchmarks through various impact event scenarios Scenario analysis can be a valuable risk management tool, especially when robust data provides more accurate and statistically significant insights. While shorter on an absolute basis, the crypto timeline accelerates at a velocity with no precedent. Our crypto events database provides a rich scenario backdrop against which to build and calibrate our risk models. | Keywords: benchmark, scenario, events, stress |
Secular Themes & Trends | Paradigm | Capital Markets Volatility | Secular Themes & Trends 120yr Look Back at the Capital Markets Economy | Keywords: inflation, sp500, interest rates, cpi, ust, capital markets |
Some Simple Economics Of The Blockchain | MIT | research | Keywords: cryptoeconomics |
Sortino Ratio Spreadsheet | Cryptosheets | model | Keywords: metrics, indicators, risk, adjusted, volatility, excel |
Taxonomy Of Blockchain Tech Principles Of Identification And Classification | Center for Blockchain Technologies | research | Keywords: immutable, identification, taxonomy, framework, org structure, governance |
The Brooklyn Project | Brooklyn Project | research | Keywords: taxonomy, classification |
The Brooklyn Project Framework Version 1 | Brooklyn Project | research | Keywords: taxonomy, classification |
Token Mania | Autonomous NEXT | research | Keywords: crypto, ico, token, regulatory, venture, fork, hack, fund, taxonomy |
Volatility Spreadsheet | Cryptosheets | model | Keywords: metrics, indicators, vol, deviation, historical, excel |
-
CHECK API STATUS
See statistics on the current and recent status of this API endpoint here.
-
PRICING & ACCESS
See pricing details for this endpoint including rate limits, account subscriptions, custom bulk data access and more here.