Table 10 Profit of the HFRA with a portfolio of 5 crypto-assets
From: Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
AXS–BNB–IOTA–MKR–SOL | 18.70% |
From: Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
AXS–BNB–IOTA–MKR–SOL | 18.70% |