Next event: Wednesday 28th March 6-8pm, Crypto-Asset Portfolios Seminar
2018Mar-Crypto-Assets-Portfolios101Wassim and the D-Soc collective will be hosting a seminar exploring the construction of crypto-asset portfolios. Though the principles of risk and return are consistent with legacy finance, as an immature asset class cryptographic tokens do not yet possess an ecosystem of financial products designed for exposure to a weighted basket of assets for retail and institutional investors. A handful of informal indices exist but without consensus on network valuation metrics the decision on which tokens to include and in what weighting is not straightforward. We apply existing and novel approaches to portfolio construction and discuss the latest results from our intramural virtual portfolio contest.