Table 19 Profit of the HFRA with a portfolio of 3 crypto-assets
From: Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
XTZ-LTC (%) | XTZ-EOS (%) | LTC-EOS (%) | XTZ-ALGO (%) | LTC-ALGO (%) | EOS-ALGO (%) | |
|---|---|---|---|---|---|---|
ADA | − 18.76 | − 19.36 | − 18.39 | − 19.78 | − 18.88 | − 19.39 |
ALGO | − 18.07 | − 18.66 | − 17.72 | |||
EOS | − 17.69 |