Table 20 Profit of the HFRA with a portfolio of 5 crypto-assets
From: Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
ADA–ALGO–EOS–LTC–XTZ | − 18.58% |
From: Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
ADA–ALGO–EOS–LTC–XTZ | − 18.58% |