Cryptocurrency Index Research

Cryptocurrency markets exhibit highly chaotic behaviour, differing substantially from securities. This research project looks at the cryptocurrency markets for data–aiming to answer if it possible to create mathematical models which track the overall behaviour of the Cryptocurrency Market, while minimizing risks. Through this research we expect to reconcile the theory developed above with the real life cryptocurrency exchanges and coins. We thus intend to go back and forth with the theoretical work developed above, and real-life cryptocurrency data so as to shine some light on interesting further sub-models to create. We finally wish to conclude with a real-time proof of concept for the variety of the indexing questions we are able to solve for by implementing these indices and having them run/update automatically. This project will be significant in its applications in Finance and Economics, serving to decipher many confusing signals ubiquitous in the Cryptocurrency markets via mathematical rigor.

Faculty Supervisor:

Luis Seco

Student:

Jorge Hernandez

Partner:

Three Lefts Inc

Discipline:

Mathematics

Sector:

Fisheries and wildlife

University:

University of Toronto