⚠️Deprecated in May 2021: IIP-43 ⚠️
The CoinShares Gold Index is a low-volatility index that utilises the concept of volatility harvesting through (a) forming an equally weighted basket of bitcoin and ether and (b) combining it with gold using weighted-risk contribution as a rebalancing mechanism. By decreasing volatility levels, it seeks to yield superior risk-adjusted returns when compared to a number of alternative strategies, including holding cryptoassets or gold alone.
The methodologist behind CGI is CoinShares (The CoinShares Group).
You can find the methodology for CGI on indexcoop.com/cgi
Due to insufficient demand, the CGI product is currently being deprecated.
Contract address: 0xAdA0A1202462085999652Dc5310a7A9e2BF3eD42
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IIP-07 CoinShares Gold and Cryptoassets Index Lite Version (CGCI-LV) - Index Coop Forum