Table 5 Profit of the HFRA with a portfolio of 5 crypto-assets
From: Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
AAVE–MKR–SNX–SOL–XLM | 160.46% |
From: Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
AAVE–MKR–SNX–SOL–XLM | 160.46% |