Reference Methodologies
This section lists the institutional frameworks and data standards that inspire the design and governance of OLTA indices.
Purpose
OLTA draws on recognized methodologies from both traditional finance and leading crypto-native data providers to ensure its index design remains rigorous, comparable, and auditable.
These references inform decisions related to:
Constituent selection and eligibility
Weighting logic and capping rules
Rebalancing and reconstitution frameworks
Pricing sources and data validation
In parallel, OLTA will explore strategic partnerships with select index providers to replicate or tokenize their indices and make them accessible for investment via OLTA’s on-chain infrastructure.
Institutional Reference Models
Source
Application Area
S&P Dow Jones Indices
Structure of rules-based equity & thematic indices
MSCI Index Methodology
Risk-adjusted weighting, sector structuring
FTSE Russell Index Rules
Free-float adjustment and liquidity thresholds
Nasdaq Global Index Guide
Index governance, rebalancing cadence
Established Crypto-Asset Index Methodologies
Coinbase 20 Index
Market-cap screening, liquidity filters, exchange coverage standards
Bitwise 10 Large Cap Index (BITX)
Free-float capitalisation, monthly reconstitution, custody verification
Bloomberg Galaxy Crypto Index (BGCI)
Institutional pricing sources, transparent governance disclosures
CoinDesk Market Index (CMI) & Sector Suites
Multi-tier classification, objective asset eligibility, daily review windows
CF Benchmarks Digital Asset Index Series
IOSCO-compliant governance, robust calculation agents, multi-venue VWAP pricing
S&P Digital Asset Index Methodology
Risk and return buckets, sector capping, fast-track inclusion rules
By leveraging these references and partnerships, OLTA ensures its Structured Index Products reflect the highest level of methodological consistency, transparency, and credibility while expanding access to established index strategies through blockchain rails.
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