Table 15 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–CHZ–FIL–FTM–GRT | -23.04% |
From: Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
AXS–CHZ–FIL–FTM–GRT | -23.04% |