Table 18 Profit of the HFRA with portfolio of 2 crypto-assets
From: Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
XTZ (%) | LTC (%) | EOS (%) | ALGO (%) | |
|---|---|---|---|---|
ADA | − 20.12 | − 18.71 | − 19.66 | − 20.27 |
ALGO | − 19.18 | − 17.70 | − 18.53 | |
EOS | − 18.52 | − 17.06 | ||
LTC | − 17.62 |