Kaiko, a cryptocurrency knowledge supplier, introduced at this time the launch of its crypto-asset pricing and valuation service. The brand new instrument goals to empower customers to construct customizable single-asset and multi-asset worth feeds for NAV calculations, portfolio valuation, asset allocation methods, and indices.
The brand new pricing and valuation service comes with the next options:
- Customized Trade Choice — Enter a number of reliable exchanges or choose to make use of knowledge from all exchanges.
- Fixing Time-Frequency — Obtain end-of-day and intraday worth feeds at granularities starting from 1 second to 1 day.
- Asset Weighting — For multi-asset worth feeds, choose which relative weight to assign every crypto asset relying in your portfolio allocation.
- Aggregation Methodology — The service presents customizable options reminiscent of outlier administration and symmetric time windowing across the fixing worth.
- Value Denomination — Select to obtain knowledge denominated in USD, EUR, GBP, or 20+ fiat currencies.
As soon as options are specified, the information output features a composite worth for every fixing time; with reference worth, contribution, and weight for every constituent crypto-asset used within the calculation.
“This service is uniquely designed to offer asset managers, monetary product issuers, auditors, index composers, and fund managers an intuitive toolkit to create and monitor their very own composite costs. Our versatile product options give the flexibility to customise the information sources, frequency, time windowing, outlier administration, and asset weighting that matches any pricing and valuation use case. Because of the inherent difficulties related to market knowledge within the cryptocurrency business, we recognized a urgent want amongst monetary professionals for dependable, customizable, and auditable knowledge feeds.”
– The Kaiko Workforce
Instance Use-Case: 5-Asset Portfolio Valuation
This new knowledge service is optimized for NAV calculations and might be leveraged by crypto-asset funds, asset managers, and any monetary skilled requiring single-asset or multi-asset valuation.
The beneath instance demonstrates the right way to construct a customized worth feed for a 5-asset portfolio:
- Customise worth feeds primarily based on allocation technique. Single asset worth feeds will also be constructed utilizing an asset weighting of “1”.
- Monitor efficiency over time. For every time interval and % of outlier filtering, the information service returns a composite worth constructed on a set base worth of 100 fiat forex items. As markets change over time, the following composite costs will replicate how every constituent asset performs.
- Superb-tune allocation methods. This knowledge service additionally returns the contribution worth for every particular person asset, permitting customers to trace constituent efficiency over time.
- Benchmark efficiency to different monetary indices.
All of Kaiko’s personalized worth feeds can be found each reside and traditionally This permits customers to backtest portfolio methods or devour knowledge actively. Furthermore, purchasers can specify options they require instantly via Kaiko’s REST API. Kaiko may also generate historic CSV recordsdata with options specified.