Table 13 Profit of the HFRA with a portfolio of 2 crypto-assets
From: Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
GRT (%) | FTM (%) | FIL (%) | CHZ (%) | |
|---|---|---|---|---|
AXS | − 22.93 | − 26.78 | − 26.77 | − 22.78 |
CHZ | − 21.13 | − 25.84 | − 25.25 | |
FIL | − 25.41 | − 29.63 | ||
FTM | − 25.44 |