Volatility Index for Crypto Currency
The problem with the VIX is that its available for a very limited number of indicies. There are a few Synthetic VIX indicators out there, invluding Larry William's VIX Fix (which probably is the most famous attempt) and this by PJ Sutherland.
I've beem using my own version of the Synthetic VIX for a while (based of the work of the above links) for Crypto Currencies (read Bitcoin) trading which great success, and I tought others can benefit from my work.
So over the weekend I've put up together a small website called CCVIX (Crypto Currencies Volatility Index) that shows the "VIX" for leading crypto-currencies, which I hope people will find useful.
The CCVIX calculates the expectation of volatility implied by daily price changes on an hourly basis, and is used as a measure of market risk.
Visit CCVIX.com »
PS. Merry Christmas and Happy Holidays to all :)
Updated on 24 December 2017. For the latest version and comments, please see: