Table 28 Profit of the HFRA with a portfolio of 2 crypto-assets
From: Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
XMR (%) | NEO (%) | MKR (%) | LTC (%) | |
|---|---|---|---|---|
LINK | 1.95 | − 0.31 | − 0.40 | 0.85 |
LTC | 4.15 | 2.06 | 1.72 | |
MKR | 2.62 | 0.75 | ||
NEO | 3.31 |