Table 29 Profit of the HFRA with a portfolio of 3 crypto-assets
From: Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
XMR–NEO (%) | XMR–MKR (%) | NEO–MKR (%) | XMR–LTC (%) | NEO–LTC (%) | MKR–LTC (%) | |
|---|---|---|---|---|---|---|
LINK | 1.86 | 1.50 | 0.13 | 2.41 | 0.96 | 0.89 |
LTC | 3.36 | 2.94 | 1.60 | |||
MKR | 2.36 |