The Cryptocoin Index tracks the performance of the five largest cryptocurrencies as measured by market capitalization on a weekly basis since April 28, 2013. It is constructed following a Laspeyres-approach by weighting the prices of the five identified cryptocurrencies with the corresponding share on their aggregated market capitalization.
For further information on the index see Article 1 and Article 2. For information on cryptocurrencies from a Swiss investor’s perspective see Article 3.
AVACO is a company with a long-term experience in financial markets and agent-based modeling. We specialize in building complex, adaptive, multivariate market models to optimize our customers‘ returns and minimize their risks.
With our experience in both financial markets and agent-based computational economics, we offer our shared knowledge as a research and consulting service to our customers. Agent-based computational economics is a relatively novel modeling approach, where market participants are modeled as autonomous, goal-oriented, interactive agents. Agents try to allocate their resources optimally, basing their decision on a set of fundamental and technical factors. Unlike other modeling techniques, agent-based modeling combines both a micro- and a macro-perspective in a single, coherent view. Agent-based modeling thus allows one to simulate herding behavior as well as boom or crash situations for a variety of markets.
The following collection of articles and studies gives an overview of our research and services.