Monday 29 June 2020

Cryptocurrency Portfolio Optimization

Cryptocurrency Portfolio Optimization. Video by Benjamin Cowen.

By applying techniques from quantitative finance to Bitcoin and the cryptocurrency asset class, we can identify portfolio weights that maximize our risk-adjusted returns, based on the Sharpe ratio. This technique can allow you to build a crypto portfolio to match your own risk/reward goals. In this video, we take a look at a portfolio containing BTC, ETH, XMR, and LTC.



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