Jan 09, 2024
CFB Talks Digital Assets Ep 21: Q4’23 Attribution Episode; unpacking the most recent rebalance period with Ken and Gabe
It’s time for another episode of CFB Talks Digital Assets and this time we’re featuring our latest Quarterly Attribution Report (QAR)! This QAR is written, as usual, by Lead Research Analyst, Gabe Selby, CFA. In this episode, Ken and Gabe discuss the following topics:
- Could SEC-approved crypto ETFs spark mainstream adoption?
- CME futures interest is surging on ETF hopes. Are spot Bitcoin and Ether funds a watershed moment?
- Our crypto indices beat stocks again. Are Web 3.0 and DeFi leaving equities in the dust?
- Interest rate expectations shift for 2024. What's the outlook for crypto as inflation declines?
This is an instalment that you surely do not want to miss!
The information contained within is for educational and informational purposes ONLY. It is not intended nor should it be considered an invitation or inducement to buy or sell any of the underlying instruments cited including but not limited to cryptoassets, financial instruments or any instruments that reference any index provided by CF Benchmarks Ltd. This communication is not intended to persuade or incite you to buy or sell security or securities noted within. Any commentary provided is the opinion of the author and should not be considered a personalised recommendation. Please contact your financial adviser or professional before making an investment decision.
Note: Some of the underlying instruments cited within this material may be restricted to certain customer categories in certain jurisdictions.
CF Benchmarks launches CF Factor Intelligence; enabling actionable insights from our validated model
Building on our initial research that culminated in publication of the research paper “A Factor Model for Digital Assets”, we are now making components of the underlying model and data sets available online, within a brand-new data product suite, CF Factor Intelligence.
CF Benchmarks
Weekly Index Highlights, June 30, 2025
Digital assets rebounded on easing tensions. CF Capitalization rose 6–7%, thematic indices 8–11%. ETH staking yield fell to 2.65%, Solana’s rose to 6.64%. BVXS hit a low, CME options skew flattened, and realized volatility climbed to 29.81.
CF Benchmarks
CF Benchmarks Newsletter Issue 85
Qualified opinion offers a strong counterpoint to implied negative interpretations of the pace at which the SEC is progressing the digital asset product market.
Ken Odeluga