Table 4 Profit of the HFRA with a portfolio of 3 crypto-assets
From: Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
XLM-SOL (%) | XLM-SNX (%) | SOL-SNX (%) | XLM-MKR (%) | SOL-MKR (%) | SNX-MKR (%) | |
|---|---|---|---|---|---|---|
AAVE | 173.92 | 155.17 | 162.87 | 166.04 | 175.88 | 155.90 |
MKR | 152.36 | 134.49 | 142.53 | |||
SNX | 141.45 |