Table 16 Price series volatility
From: Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
ADA | ALGO | EOS | LTC | XTZ |
|---|---|---|---|---|
0.1675 | 0.2298 | 0.2425 | 0.1577 | 0.2780 |
From: Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
ADA | ALGO | EOS | LTC | XTZ |
|---|---|---|---|---|
0.1675 | 0.2298 | 0.2425 | 0.1577 | 0.2780 |