Cryptocurrency Index
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Cryptoindex Cryptoindex
CRYPTOINDEX
is a company that created AI-based cryptocurrency index (CIX-100) that automatically selects top 100 coins with more than 200 factors and rebalances its structure every month.
CIX100 is an index of the top 100 performing coins, selected and rebalanced by our highly sophisticated neural network algorithm Zorax.
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CASE /modelling
/01
Client had requested a scalable cryptomarket data acqusition and analysis system based on Neural Network. This system is going to be used in self-rebalancing index structure for client’s proprietary analytical platform and index streaming services via API
To do List
1.
To research and develop
Factor-based decision making algorithm,
Neural network design and schemas for index rebalancing system
2.
To develop a realtime tick-rate index (Cap weighted and AI-based)
3.
To develelop the main core of the rebalancing system and add the trading platform functionality
4.
To develop an API
The process
Discrete Event Simulation Steps
>200
factors
We’ve handpicked and tested more than 200 factors for neural network striving to achieve the best rebalancing performance.
>75%
Neural Network win rate
More than 300 experiments with different Neural Network designs were conducted in order to achieve optimal prediction rates.
~ 500ms
latency
Developed a cap weighted cryptocurrency market index with < 1 sec. latency broadcasting potential
tech stack
Python
Angular
JavaScript
Elastic
Redis
TensorFlow
Akka
Scala