The F5 Crypto Index
The scientific Index for Cryptocurrencies
Base Value: 1000 points | Inception Date: 2018-08-15
Developed by Prof. Hermann Elendner, Humboldt-University in Berlin, whitepaper.
12 established cryptos for optimal intra-crypto diversification.
Scheduled rebalancing, to track the trending cryptos.
Weight per tracked crypto is influenced by the highly relevant momentum factor.
The F5 Crypto Index
By Prof. Hermann Elendner, Humboldt Universität zu Berlin
Explains scientific methodology of the F5 Crypto Index
Pioneering research covering cryptocurrencies
Exclusively for our F5 Crypto Capital GmbH
The F5 index is an investment strategy designed specifically for cryptocurrencies. As an addition to the statistical CRIX indices developed at our Humboldt-Universität zu Berlin, it harnesses the strong momentum in crypto markets. F5’s factor-based, robust portfolio optimization which incorporates state-of-the-art research, should establish it as a leading benchmark in cryptocurrency investments.
The 12 positions in our F5 Crypto Index
The F5 Crypto Index’s 12 positions are selected in three steps.
Step 1: A sufficiently high market capitalization and liquidity of cryptocurrencies are required.
Step 2: Coins are removed from the Index if they can’t be securely obtained or stored.
Step 3: The F5 Management Team decide whether it is necessary to remove a cryptocurrency from the Index. This procedure currently applies to “privacy coins” such as Zcash and Monero, as it is illegal to purchase them in some jurisdictions.
The 12 positions are then weighted. The F5 Crypto Index assigns weights in accordance with the latest scientific standard. It combines equal weighting with a momentum factor, which is highly relevant for cryptocurrencies.
The selection steps and calculation of weights are repeated quarterly on the rebalancing dates.
The F5 Crypto Index is currently being patented
A license for commercial use is available
The F5 Crypto Index is becoming the primary crypto index
The subscription period started on the 7th of December 2018
The F5 Crypto Index is the basis for the F5 Crypto Index Certificate
The issuer is a Bank in the European Economic Area
Simple, safe and diversified