New: markowitz

alphaquant (25)in bitcoin • 3 years ago
Markowitz applied to crypto assets
In 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…
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burkhart (25)in markowitz • 7 years ago
Online tools for crypto portfolio rebalancing?
Any recommended tools for Markowitz efficient frontier- and Sharpe-ratio-based crypto portfolio rebalancing? I've searched for online resources to do this but couldn't find much; the easiest…
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