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[flagged] Coinbase Eyes Bitcoin ETF with New Cryptocurrency Index Fund (fortune.com)
33 points by justboxing on March 6, 2018 | hide | past | favorite | 16 comments


Cryptocurrency index funds make no sense in general - the correlation between coins is too negative for holding a basket of them to make sense. You want to diversify over uncorrelated assets. Holding offsetting long and short positions makes zero sense, and due how most alt-coins are priced by their ALT/BTC pair, holding most altcoins essentially means shorting everything other than Bitcoin and maybe Ethereum.

If you want crypto exposure, just buy BTC and Eth. Due to their volatility, you'll want to have a healthy cash balance and target a constant fraction of that in exposure - essentially, selling half your coins if the price doubles and buying back double when the price halves. Read up on the Kelly Criterion for the full explanation as to why.


I think you mean correlation between coins is too positive, all coins tend to move up or down together.


It's both. The correlation is too positive in dollar terms, and too negative once you back out the BTC correlation by repricing things in terms of BTC (which is usually the base currency in crypto-only trading pairs).


I agree. Crypto currencies don’t behave like company stocks. The value of a stock index fund just doesn’t transfer to crypto.


I signed up for this just in the hopes that someone from Coinbase reaches out to me.

Their support is completely unresponsive, even for high net worth individuals you'd think they would cater to.


> Their support is completely unresponsive,

Yep. You'll see a few horror stories every week on https://www.reddit.com/r/CoinBase/ and usually once a horror story hits the front page of this sub-reddit (there are 2 horror stories today on the front page), then someone from Coinbase responds.

This is the case pretty much with all the top crypto-exchanges since the 2017 Holidays Media hype.


It’s interesting that crypto was supposed to democratize investing and level the playing field, but this is only available to accredited investors.


To be fair, there's very little point in the fund if you ask me.

Any third party can robo-copy it and tell anyone how their portfolio should look like.

Also index funds in crypto does not mean the same as in stocks, there is extremely high systemic risk and negative correlations between coins.

These are some weird times.


If you could transact in a basket of Crypto assets dealing with your brokerage instead of Coinbase, that sounds like you would be able to get better support if an issue occurred.


simply put its “Most Advanced Yet Acceptable” -- Raymond Loewy

I'm guessing its a user acquisition tactic for people who traditionally invest in mutual funds, ETFs, etc. this way they feel like they "understand" what they're buying into instead of actually needing to suffer through the learning curve of how blockchain works.


I see that, but there is a huge problem with this index that I'm amazed is not illegal. They control the index with the coins the same platform adds.

That is a major incentives no-no. Coinbase can make more money pumping coins into the index than managing the index itself. If I wanted and index'd solution for crypto, I would not use one like this.


It's common for brokerages to have exchanges for both their own index funds and the assets those funds track.


I can't possibly understand how there isn't a breach of fiduciary duty.


You can still buy crypto through decentralized exchanges. Different investor types prefer different avenues. This is just one of the many that will be available in the future.


Earlier post, where the main discussion of this is happening: https://news.ycombinator.com/item?id=16532788


If its anything like BLCN then I'd be interested if its correlation with bitcoin was closer to 1 than 0




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