Bitcoin: Core–Satellite Identification in the Cryptocurrency Market

·

Abstract

Cryptocurrencies (CCs) have emerged as a strategic asset class for institutional investors, offering unique portfolio diversification opportunities. However, their high volatility and tail risk distinguish them from traditional assets. This study segments the CC market into core (assets with similar statistical properties) and satellite (dissimilar residual assets) using modern pattern recognition techniques. By analyzing returns, standard deviations, and tail risk parameters, we identify a methodology for creating tracking-error-optimized portfolios.

Key Findings:


Introduction

Cryptocurrencies have transitioned from niche investments to institutional portfolio staples. Their high volatility and non-normal return distributions necessitate tailored asset allocation strategies. Professional managers often adopt a core-satellite approach:

This paper applies DTW algorithms—originally developed for speech recognition—to classify 27 CCs (2014–2019 data) based on three metrics:

  1. Average weekly returns (⟨r⟩).
  2. Standard deviation (s).
  3. Tail parameter (α) from Stable Distributions.

Methodology

Data Sources

Dynamic Time Warping (DTW)

DTW measures dissimilarity between time-series sequences by "warping" time axes to align patterns. We compute DTW distances using:

  1. Manhattan Distance
  2. Euclidean Distance
  3. Squared Euclidean Distance

Key Steps:

  1. Calculate pairwise DTW distances for each CC.
  2. Normalize distances ([0, 1] scale).
  3. Model the distance matrix using Radial Basis Functions (RBFs) to smooth peaks.
  4. Define a threshold (d_bound) to separate core/satellite CCs.

Results

Core vs. Satellite Identification

| Metric | Core CCs | Satellite CCs |
|------------------|-------------|------------------|
| Squared Euclidean | 19 | 8 |
| Euclidean | 18 | 9 |
| Manhattan | 17 | 10 |

Intersection of all metrics:

👉 Explore real-time CC market data

Bitcoin’s Role


Robustness Checks

Correlation Analysis

Practical Implications


FAQs

1. Why use DTW instead of correlation analysis?

DTW captures dynamic patterns in multi-parameter time series, whereas correlations only measure linear relationships.

2. How does Bitcoin’s core status affect investors?

Its peripheral position suggests that altcoins (e.g., Ethereum, Litecoin) may offer comparable risk-return profiles.

3. What are the limitations?


Conclusion

Our DTW-based framework successfully segments the CC market into statistically coherent clusters. Bitcoin’s non-central role in the core challenges conventional narratives, while the methodology offers scalable applications for other asset classes.

👉 Dive deeper into crypto portfolio strategies

Future Research:


Methodology inspired by Trimborn & Härdle (2018) and Majoros & Zempléni (2018). Data sourced from CoinMarketCap.