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While this number is well cryptocurrency inception Size Log of market capitalization Liquidity Log of average traded volume over the given the short history of the available data and our 90 days and historical alpha Beta Historical beta from the capital asset-pricing model CAPMapplying the exponentially weighted moving average EWMA within a six-month Volatility Cumulative return range and Alpha, modela and sigma are CAPM-style regression against a market-capitalization-weighted Bitcoin and Ethereum comprising the top cryptocurrencies.
Interested in our Research. Intercept of the cross-sectional regression. This option ensured that the we found that beta and risk-adjusted returnwhile low based on price, trading volume.