Table 3 Profit of the HFRA with a portfolio of 2 crypto-assets
From: Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
XLM (%) | SOL (%) | SNX (%) | MKR (%) | |
|---|---|---|---|---|
AAVE | 172.30 | 184.98 | 156.96 | 175.13 |
MKR | 138.38 | 150.83 | 128.17 | |
SNX | 125.64 | 135.73 | ||
SOL | 146.89 |