Managing risk in the #crypto markets can mean very different things to different people. From a broader and more classical perspective, Modern Portfolio Theory (MPT) can be used to calculate out your risk-adjusted returns. In this video we look at the Sharpe and Sortino ratios for #BTC, #ETH, #XMR, and #LTC (various compositions). We also talk about portfolio weights to minimize volatility. While this is a Monte Carlo based approached to provide an aesthetically pleasing chart, quadratic programming is actually used to solve for the portfolio which maximizes your risk-adjusted returns. Let me know what you think of this analysis on Modern Portfolio Theory and how it relates to #crypto!
Into The Cryptoverse Premium:
https://intothecryptoverse.com
LIFETIME OPTION:
https://intothecryptoverse.com/product/subscription-to-the-premium-list-lifetime/
Alternative Option:
https://www.patreon.com/intothecryptoverse
Merch:
https://store.intothecryptoverse.com/
Disclaimer: The information presented within this video is NOT financial advice.
Telegram: https://t.me/intocryptoverse
Twitter: https://twitter.com/intocryptoverse
TikTok: tiktok.com/@benjamincowencrypto
Instagram: https://www.instagram.com/bjcowen/
Discord: https://discord.gg/UGwc6eR
Facebook: https://www.facebook.com/groups/intothecryptoverse
Reddit: https://www.reddit.com/r/intothecryptoverse/
Website: https://intothecryptoverse.com/
source
views 40898