Table 9 Profit of the HFRA with a portfolio of 3 crypto-assets
From: Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
SOL-MKR (%) | SOL-IOTA (%) | MKR-IOTA (%) | SOL-BNB (%) | MKR-BNB (%) | IOTA-BNB (%) | |
|---|---|---|---|---|---|---|
AXS | 18.73 | 9.31 | 17.47 | 15.67 | 24.36 | 14.89 |
BNB | 25.76 | 15.96 | 24.27 | |||
IOTA | 18.68 |