Ÿ ETFs

Introduction

ETFs have exploded in popularity within the cryptocurrency space over the past two years. Their increasing adoption signifies a shift from simple news-driven hype to tangible market impact.

Ÿ ETF caters to this growing interest by offering in-depth, daily analyses of spot Bitcoin ETF data. This analysis provides valuable insights for users interested in understanding the influence of each ETF ticker and their individual impact on the market.

Key Features

  1. Daily ETF Flow Analysis: Identifies top inflows/outflows of funds (24h), provides overall flow summary and Weighted PD (with charts) and analyzes market trends using Mean & Median for various metrics

  2. Event Summary (7D & 30D): Visualizes percentage change (delta) of each ETF's AUM and summarizes ETF performance with a color-coded table (green: positive, red: negative).

  3. Flow Classification & Statistics: Classifies flows as positive (money in) or negative (money out) and calculates total flow statistics (Mean, Median, Min, Max, Count) for each class.


Initial Database Structure

Daily data regarding US Bitcoin Spot ETF's and their metrics.


Framework

The Ÿ ETF Robo-advisor offers a daily analysis of ETF data, providing users with valuable insights into potential market movements. This analysis is presented in three key sections:

ETF Flows

Top Flows 24h

This section identifies ETFs with the highest absolute flow (movement of funds) on a given day.

  • Green: Positive flow

  • Red: Negative flow

  • White: No flow recorded

Summary 24h

This section provides a snapshot of the overall flow of all tracked ETFs, expressed in millions dollars. Additionally, it displays the total PD (Premium/Discount). The PD is calculated based on the difference between the market price and the underlying asset value of each ETF, and then averaged across them to obtain a total value.

Stats

This section uses various data points to identify market patterns. Based on specific daily conditions, it calculates the Mean, Median, Min & Max next 24 hour return for the events in this class. Utilizing both short-term and historical data allows for a more well-rounded view of potential trends. This allows you to see how recent events compare to historical patterns.

Total Flow Summary

The event summary serves as a valuable tool for effectively understanding the relative performance of various ETFs over 7 days and 30 days time horizon

Each summary includes

  • Data Visualization for the percentage change (delta) of each ETF relative to the baseline value.

  • ETFs table to show the summary of these ETFs over the past week (7D) and the past month (30D).

  • Green: Positive values indicate an increase. Red: negative values indicate a decrease.

Statistical Analysis

This section uses various data points to identify market patterns. Based on specific daily conditions, it calculates the Mean and Median for relevant metrics. Utilizing both short-term and historical data allows for a more well-rounded view of potential trends. This allows you to see how recent events compare to historical patterns.

Total Stats

  • Mean: The average return in our target database.

  • Median: The Median return of our target database.

  • Min: The minimum return in our target database.

  • Max: The maximum return in our target database.

  • Count: the total number of data points analyzed.

Class Rules

  • Green signifies a positive total flow, where money is moving into ETFs.

  • red signifies a negative total flow, where money is moving out of ETFs.

Class Stats

  • This section breaks down the total statistics (mean, median, min, max, count) for the positive (POS) and negative (NEG) classes.


As the history of BTC ETFs is still relatively short, the database may be limited in scope.


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