Allocations needed for assets based exponentially weighted moving average of the market capitalization.

  • Job DurationLess than a week
  • Project LevelBasic Level
  • Project deadlineExpired

Project detail

I have a basket of 30 assets I want to create an investment index with. I want to base the allocation of each asset based on the exponentially weighted moving average of the market capitalization. So basically if I have $100, I need to know what percentage of my $100 should go to each asset.

Assets can be found here- https://coinmarketcap.com/
A formula can be found here- https://cci30.com/

Ideally, I’d like the formula placed in a spreadsheet, so that all I would need to do is enter the assets I want in the index, with their daily market capitalization.

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