The source of this article is the Cryptassets book by Burniske and Tatar. I also draw a lot of quantitative isights from Cryptocurrency : A New Investment Opportunity by David Lee, Li Guo and Yu Wang that is published on Vol 20 Number 3 of the Journal of Alternative Investments, this article from David Lee is possibly the most objective source of information for serious crypto investors that I can think of so far.
Here are some of insights :
a) A cryptocurrency index exists in the form of the CRIX index.
The bulk of academic research is done on the CRIX index that SMU played a major role in its creation. The index is generally based on the market capitalisation and liquidity of the underlying coin and is also fairly dynamic with weights being revised on a quarterly basis.
Sadly, it would be a while before an ETF based …