Table 8 Profit of the HFRA with a portfolio of 2 crypto-assets
From: Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
SOL (%) | MKR (%) | IOTA (%) | BNB (%) | |
|---|---|---|---|---|
AXS | 9.93 | 22.04 | 7.77 | 17.40 |
BNB | 19.45 | 32.99 | 17.51 | |
IOTA | 9.48 | 21.81 | ||
MKR | 23.94 |