Spot Index Generator - The Quant Science

19 ene 2023

Create your own spot index and compare returns with a benchmark. With this tool you will be able to quickly check if your portfolio management is better than the benchmark. It is a professional tool suitable for medium to long-term investors who need to create a personal and custom index with only spot assets and need to compare it with the return of a specific market.

Features
You can create your own indexes using up to 10 different assets. Through the user interface you can adjust the weight for each asset, and the initial capital with which to build the index.

Quantitative Data

1. Index Return vs. Benchmark Return
Compare your personal index with the benchmark.


2. Index Average Return vs. Index Return
Compare the return of your index with the average of returns. You can adjust the averaging through the user interface.


3. Volatility Index Analysis using Index Return and Average Index Return
Show the volatility of your index move over key levels created using the average of your index returns.


For the example used in the chart, we created a custom index for the crypto market, including 8 different assets:

1. ETHUSDT , 10%
2. BNBUSDT, 10%
3. BINANCE:MATICUSDT, 20%
4. AVAXUSDT, 5%
5. SOLUSDT, 5%
6. GODSUSDT, 10%
7. SANDUSDT, 10%
8. SHIBUSDT, 30%

• The reference benchmark is SANDUSDT.
  
• The period of analysis start at January 1, 2023 to today.
  
• Timeframe selected: 5 min
  
• Capital: 1000 USDT
  

Following the benchmark analysis, the built index (lime color) does not perform better than the benchmark (blue color). As can be seen, the index created a lower return than the benchmark.