Quote from: parseval on August 06, 2013, 06:16:09 PM

For example, any bitfunder JSON is at /json/BF/, for example, http://coinflow.co/json/BF/TAT.ASICMINER

Hi parseval,

thanks (again). What I would like to have though is the number of outstanding shares of the past. This numbers can only be calculated for BF, as BTC-TC keeps an every-day-backup of their shareholders list.

I want to learn more about the Laspeyres method in real finance, because it seems it's a bit more tricky than using the formula with tick (or hour) data and previous tick (or hour) data. p0 doesn't have to use the last-tick-cap-data which I assumed, but can use an older value as basis. For example the basis value could be the end-of-day capitalization sum of the day (or month, or..) before. Here is a detailed paper about the DAX as input, which uses this approach.

Another approach I will test in the next days is to use the sum of market capitalization (BSI in my last post), but with a volume based averaged price. This should prevent that a very small change in price leads to huge changes in the index value.

Some more brainstorming:

Create an index for each exchange with (almost) all securities?
Create an index in which more than one exchange is included?
Only include the n most capitalized companies either for one or more exchanges?