BlogHide Resteemsalphaquant (25)in bitcoin • 3 years agoMarkowitz applied to crypto assetsIn the article published at we have defined the optimized unconstrained mean variance portfolio according to Markowitz theory. I have tried to backtest the performance of such a strategy over a 2…alphaquant (25)in crypto • 3 years agoA study of historical Bitcoin correlation to the S&P500 – A change of regime since March 2020Recently we have seen quite a high correlation between risky assets. The macro narrative in the US raised concerns about valuations among different asset classes leading to market corrections in…alphaquant (25)in crypto • 3 years agoHow to invest on risky assets on a long term basis? Evaluating the dollar cost averaging approachInvesting on risky assets, such as being long the equity or crypto market, has some pros and cons. If you have a tendency for risk aversion, seeing the daily variation of your portfolio can be very…
