Two Jupyter notebooks with scripts for the construction of crypto indices. The first one is a flasghip crypto index based on top ten (by marketcap) coins from CoinGecko. The second is an L2 index based on top 5 L2 (also by marketcap) coins from CoinGecko. Data scrapped using free CoinGecko API (Thank you CoinGecko). Indices use standard formula for indices where the level of the index is adjusted for changes in the daily spot rates (to USD). Weights are taken on the basis of historic marketcaps. This is not a financial tool but proof-of-concept.
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llegard/index_crypto_market
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