alphaquant (25)in #bitcoin • 3 years agoMarkowitz applied to crypto assetsIn the article published at we have defined the optimized unconstrained mean variance portfolio according to…alphaquant (25)in #crypto • 3 years agoA study of historical Bitcoin correlation to the S&P500 – A change of regime since March 2020Recently we have seen quite a high correlation between risky assets. The macro narrative in the US raised concerns…alphaquant (25)in #crypto • 3 years agoHow to invest on risky assets on a long term basis? Evaluating the dollar cost averaging approachInvesting on risky assets, such as being long the equity or crypto market, has some pros and cons. If you have a…