Kaiko, a cryptocurrency data provider, offered this day the originate of its crypto-asset pricing and valuation service. The recent tool objectives to empower users to originate customizable single-asset and multi-asset put feeds for NAV calculations, portfolio valuation, asset allocation suggestions, and indices.
The recent pricing and valuation service comes with the next ingredients:
- Custom Exchange Choice — Input a chain of honest exchanges or decide to make narrate of recordsdata from all exchanges.
- Fixing Time-Frequency — Receive stay-of-day and intraday put feeds at granularities starting from 1 2nd to 1 day.
- Asset Weighting — For multi-asset put feeds, resolve which relative weight to assign every crypto asset relying to your portfolio allocation.
- Aggregation Methodology — The service offers customizable ingredients corresponding to outlier administration and symmetric time windowing around the fixing put.
- Value Denomination — Hang to receive data denominated in USD, EUR, GBP, or 20+ fiat currencies.
Once ingredients are specified, the facts output beneficial properties a composite put for every fixing time; with reference put, contribution, and weight for every constituent crypto-asset popular within the calculation.
“This service is uniquely designed to present asset managers, monetary product issuers, auditors, index composers, and fund managers an intuitive toolkit to construct and discover their very admire composite prices. Our versatile product ingredients give the ability to customize the facts sources, frequency, time windowing, outlier administration, and asset weighting that suits any pricing and valuation narrate case. Due to this of the inherent difficulties connected with market data within the cryptocurrency industry, we acknowledged a pressing need amongst monetary professionals for first rate, customizable, and auditable data feeds.”
– The Kaiko Group
Instance Utilize-Case: 5-Asset Portfolio Valuation
This recent data service is optimized for NAV calculations and would possibly perchance furthermore be leveraged by crypto-asset funds, asset managers, and any monetary first rate requiring single-asset or multi-asset valuation.
The below example demonstrates suggestions to originate a customised put feed for a 5-asset portfolio:
- Customize put feeds in accordance to allocation approach. Single asset put feeds can furthermore be constructed the usage of an asset weighting of “1”.
- Video display performance over time. For at any time when interval and % of outlier filtering, the facts service returns a composite put constructed on a mounted deplorable fee of 100 fiat currency objects. As markets alternate over time, the next composite prices will advise how every constituent asset performs.
- Gleaming-tune allocation suggestions. This recordsdata service furthermore returns the contribution put for every particular person asset, allowing users to trace constituent performance over time.
- Benchmark performance to assorted monetary indices.
All of Kaiko’s customized put feeds are on hand every are living and historically This permits users to backtest portfolio suggestions or admire data actively. Furthermore, purchasers can specify ingredients they require straight by Kaiko’s REST API. Kaiko can furthermore generate historical CSV recordsdata with ingredients specified.