Table 23 Profit of the HFRA with a portfolio of 2 crypto-assets
From: Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
ZEC (%) | VET (%) | THETA (%) | DOT (%) | |
|---|---|---|---|---|
BCH | 6.58 | 0.27 | 4.76 | 1.90 |
DOT | − 1.18 | − 7.86 | − 3.06 | |
THETA | 0.91 | − 5.84 | ||
VET | − 2.80 |