Uncorrelated Crypto Factors = Good
The remarkably low correlations in our heat map are excellent news for anyone interested in factor-based approaches to digital asset investing.
Ken Odeluga
CFB Talks Digital Assets Episode 36: Goodbye to ‘Random Walks’: How CF Benchmarks built a robust Factor Model for Digital Assets
For the clearest possible exploration of our research, the CFB podcast team were stoked to welcome back CF Benchmarks quant and product manager Cristian Isac.
Ken Odeluga
Weekly Index Highlights, January 27, 2025
Digital assets declined this week: XRP (-6.02%) and ADA (-6.34%) led losses, while staking diverged as ETH yields fell to 2.73% and SOL held at 6.91%. Volatility eased with our BVXS dropping to 59.70, but short-term rates spiked, with 1-Week tenor hitting 4.96% amid shifting institutional trends.
CF Benchmarks
That first Trump 2.0 Friday Feeling
One lightening rod for that sentiment seems to be the question of whether or not the newly installed crypto-friendly President will follow through on pledges to establish a Bitcoin Strategic Reserve.
Ken Odeluga
2025 Inflection Points are just beginning
As pivotal as it might turn out to be, a 'regulatory reset' isn't the only significant evolutionary aspect mooted for crypto in 2025.
Ken Odeluga
Why Trump's not to blame for the jump in Bitcoin volatility
This is a great occasion to see the CF Bitcoin Volatility Index (BVX) in action - and get an insight into the typically counterintuitive relationship between spot bitcoin and implied volatility.
Ken Odeluga
BTC buoyed above $100k by ETF and OTC flows
Perhaps inevitably, Bitcoin's tussle with $100,000 – which it's currently winning, according to our CME CF Bitcoin Reference Rate (BRR) - is now commonly regarded as a threshold between 'constructive' short-term sentiment, and a supposedly more bearish outlook for the OG crypto, if below.
Ken Odeluga
It's $Trump (and $Melania) Day
With a total market cap of around $120 billion, meme coins as a whole can no longer be dismissed as entirely frivolous and inconsequential.
Ken Odeluga
Weekly Index Highlights, January 20, 2025
Crypto rallied, led by SOL (50.68%) and Chainlink (34.12%). The CF Capitalization Series posted robust gains and CF Classification Series also advanced. ETH staking yields hit 3.19% and SOL held 6.82%. BTC volatility surged to 64.02 as short-term rates spiked marking renewed institutional optimism.
CF Benchmarks
CF Benchmarks Newsletter - Issue 75
As the SEC reviews a 'New Wave' of crypto ETF filings, some face a tougher path to approval than others • Summarized: a new Factor Model for digital assets, and a new Framework for Ethereum Staking Rewards • Plus, are Bitcoin bulls waiting in the wings?
Ken Odeluga
CFB Talks Digital Assets Episode 35: Market-Making AI Agents and the New Crypto ETF Regime: Welcome to 2025!
Join CF Benchmarks' Head of Research, Gabe Selby, CFA, Research Analyst Mark Pilipczuk, and Head of Content, Ken Odeluga, as they tally up crypto’s seismic 2024, and surface everything to watch going into another critical year.
Ken Odeluga
Weekly Index Highlights, January 13, 2025
Digital assets weakened broadly last week. XRP rose 3.19%, while ADA fell 9.39%. The CF Web 3.0 Index dropped 12.31%, and diversified indices lagged. Staking yields declined (ETH: 2.69%, SOL: 6.79%), and Bitcoin volatility rose as 2-month interest rates fell to 3.36%.
CF Benchmarks
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