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RE: How to build a crypto portfolio + my own portfolio breakdown

in #crypto8 years ago (edited)

Have you used and would you recommend any tools for Markowitz efficient frontier- and Sharpe-ratio-based crypto portfolio rebalancing? I've searched for online resources to do this but couldn't find much; the easiest solution I came up with was to download a catalyst script (https://github.com/enigmampc/catalyst/blob/master/catalyst/examples/portfolio_optimization.py), modify it to match my trading pairs of interest, download the necessary market data by following their intro tutorial, and use the google sheet referenced by @thorthur22 (https://steemit.com/cryptocurrency/@thorthur22/portfolio-reblancing-tool-using-google-sheets-quadruple-your-earnings) to figure out which trades I needed to make.

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