Mean Variance Optimization is performed on a test basket of 15 cryptocurrencies to create an optimal portfolio that lies on the Efficient Frontier. Several practical portfolio scenarios are examined.
“No Pain, No Gain!” The Ulcer Index for Cryptos…
TheMartin Ratio for Cryptocurrencies. A question that is often asked is: "Given the very high volatility in cryptocurrencies ( 30 day standard deviation ranges have historically been between 60~600%!) which one is a better investment on a relative risk-return basis?"