{"podcast":{"title":"CFB Talks Digital Assets","slug":"cfb-talks-digital-assets-6596525","podcast_index_feed_id":6596525,"rss_url":"https://media.rss.com/cfb-talks-digital-assets/feed.xml","website_url":"https://rss.com/podcasts/cfb-talks-digital-assets","image_url":"https://media.rss.com/cfb-talks-digital-assets/podcast_cover_20260428_100451_332513d8274ad67443539750debf8a0e.jpg","author":"CF Benchmarks","episode_count":62,"summary":"CFB Talks Digital Assets is the home of informed conversation about crypto from CF Benchmarks. We are the first and leading digital asset index provider, authorized and regulated by the UK FCA. Respected and innovative financial institutions use our indices and reference rates to power regulated financial instruments, like listed derivatives, investment funds and structured products. Join CF Benchmarks’ Head of Content, Ken Odeluga, Head of Research, Gabe Selby, CFA and Research Analyst, Mark Pilipczuk, as they talk with some of the most accomplished and influential figures in finance, about everything affecting digital assets — crypto protocols, markets, fund flows, on-chain metrics, macroeconomics and more.","last_synced_at":"2026-06-06T04:20:26.313721+00:00","page_url":"https://stenobird.com/podcast/cfb-talks-digital-assets-6596525"},"episode":{"title":"Goodbye to ‘Random Walks’: How CF Benchmarks built a robust Factor Model for Digital Assets","slug":"goodbye-to-random-walks-how-cf-benchmarks-built-a-robust-factor-model-for-digital-assets","published_at":"2025-01-24T21:31:58+00:00","page_url":"https://stenobird.com/podcast/cfb-talks-digital-assets-6596525/goodbye-to-random-walks-how-cf-benchmarks-built-a-robust-factor-model-for-digital-assets","show_page_url":"https://stenobird.com/podcast/cfb-talks-digital-assets-6596525","url":"https://rss.com/podcasts/cfb-talks-digital-assets/1863920","audio_url":"https://content.rss.com/episodes/213732/1863920/cfb-talks-digital-assets/2025_01_24_21_30_11_486b033a-069e-4249-8ac9-f10349ac2aa9.mp3","summary":"Recorded 17 January 2025. The potential for factor-based investing to one day be applied to digital assets, has long been a tantalizing prospect. But it’s not been possible - till now. CF Benchmarks’ recent report - ‘A Factor Model for Digital Assets’ - demonstrated the existence of ‘classic’ asset market behaviour patterns (factors), like Momentum, Liquidity, Value and others, within the crypto asset class, beyond any reasonable doubt. For the clearest possible exploration of the research, the CFB Talks Digital Assets team were stoked to welcome CF Benchmarks quant and product manager Cristian Isac, back to the podcast. Listen in to 5x your understanding of Crypto Factors. Key points include.... The quickening pace of institutional participation, and why it means the time for a digital asset factor model is now How classic models like CAPM and Fama-French were adapted for use on crypto’s unique dynamics Surmounting the data quality challenge: observations across rebalances, universes, and monetary regimes Impressive results; e.g.: Size - risk premium: ~9% annualised; Sharpe: 0.5; Growth - risk premium: ~25% annualised; Sharpe: ~ 1.5 All in all, this episode should be essential listening for quants, portfolio managers, and investment professionals in general; anyone, in fact, serious about the evolution of digital asset investing.","meta_description":"Recorded 17 January 2025. The potential for factor-based investing to one day be applied to digital assets, has long been a tantalizing prospect. But it’s…","key_points":[],"chapters":[],"topics":[],"duration_seconds":3094,"processing_state":"not_requested","actions":[{"name":"request_transcript","method":"POST","url":"https://stenobird.com/v1/public/podcasts/cfb-talks-digital-assets-6596525/episodes/goodbye-to-random-walks-how-cf-benchmarks-built-a-robust-factor-model-for-digital-assets/transcription-requests","description":"Idempotently request low-priority transcript generation for this episode."},{"name":"read_markdown","method":"GET","url":"https://stenobird.com/podcast/cfb-talks-digital-assets-6596525/goodbye-to-random-walks-how-cf-benchmarks-built-a-robust-factor-model-for-digital-assets.md","description":"Read the agent-friendly Markdown representation of this episode resource."}]}}