Table 24 Profit of the HFRA with a portfolio of 3 crypto-assets
From: Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
ZEC-VET (%) | ZEC-THETA (%) | VET-THETA (%) | ZEC-DOT (%) | VET-DOT (%) | THETA-DOT (%) | |
|---|---|---|---|---|---|---|
BCH | 2.39 | 4.99 | 0.85 | 3.82 | − 1.06 | 2.06 |
DOT | − 2.75 | 0.06 | − 4.58 | |||
THETA | − 1.49 |