Row 7183

Row ID: 7183 | Dataset Entry | Axioma AXP Content Repository

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This page contains data entry 7183 from the Axioma AXP content repository. The structured data below represents the complete record for this entry.

I recently calculated the risk minimizing weights of a portfolio containing BTC and ETH based on modern portfolio theory.

Based on the last 360 days, the risk minimizing weight is 67% BTC and 33% ETH, reaching a std. dev of 0.0240119. All BTC weights above 67% are efficient, as the portfolio reaches a higher return for the same risks as portfolios with a lower BTC weight.

I'd love to share my calculations but the sub doesn't allow pictures. I'll provide them if anyone is interested.

FieldValue
text I recently calculated the risk minimizing weights of a portfolio containing BTC and ETH based on modern portfolio theory. Based on the last 360 days, the risk minimizing weight is 67% BTC and 33% ETH, reaching a std. dev of 0.0240119. All BTC weights above 67% are efficient, as the portfolio reaches a higher return for the same risks as portfolios with a lower BTC weight. I'd love to share my calculations but the sub doesn't allow pictures. I'll provide them if anyone is interested.
label r/cryptomarkets
dataType post
communityName r/CryptoMarkets
datetime 2024-05-15
username_encoded Z0FBQUFBQm5LakwzVS11ekNGUUlZanBwWTRXYlprTnpSanJucmRnamJ3N1VMcXowQ2tuRlBWQk5HSEhPSENBNUQtaHRVSHp4NWtoNnNUTTI5ZXhmVE5VVE16Y1llSTZuZFE9PQ==
url_encoded Z0FBQUFBQm5Lak9IY20zbzBoZUlyejdwS09nX3ZJazRDTEg2ZkhMcmdLZ3IySE44UG5XTmtoVFR4VFZZeTEyR3V2d3ZVQWc4WjRIcnVHNGZMWXcxVkJ2V3B4Vkp2NENldDBSdUxVZllUd1VWTzVnandCVkpDNjRCaUlwQTlBbm1pVzZtV0R6T2V4VGZTUHB2STBrRU5XdTlBTVdJX1JHdXNlaU9BeGgxRDZiVXVEa3ZnQWhWRE9OTHAyeEswbTc0RGlkS285NzNfQUg3UERUd2M0MG0taTh0ajUtb2NEQUNPQT09

Raw Record

{
  "text": "I recently calculated the risk minimizing weights of a portfolio containing BTC and ETH based on modern portfolio theory.\n\nBased on the last 360 days, the risk minimizing weight is 67% BTC and 33% ETH, reaching a std. dev of 0.0240119. All BTC weights above 67% are efficient, as the portfolio reaches a higher return for the same risks as portfolios with a lower BTC weight.\n\nI'd love to share my calculations but the sub doesn't allow pictures. I'll provide them if anyone is interested.",
  "label": "r/cryptomarkets",
  "dataType": "post",
  "communityName": "r/CryptoMarkets",
  "datetime": "2024-05-15",
  "username_encoded": "Z0FBQUFBQm5LakwzVS11ekNGUUlZanBwWTRXYlprTnpSanJucmRnamJ3N1VMcXowQ2tuRlBWQk5HSEhPSENBNUQtaHRVSHp4NWtoNnNUTTI5ZXhmVE5VVE16Y1llSTZuZFE9PQ==",
  "url_encoded": "Z0FBQUFBQm5Lak9IY20zbzBoZUlyejdwS09nX3ZJazRDTEg2ZkhMcmdLZ3IySE44UG5XTmtoVFR4VFZZeTEyR3V2d3ZVQWc4WjRIcnVHNGZMWXcxVkJ2V3B4Vkp2NENldDBSdUxVZllUd1VWTzVnandCVkpDNjRCaUlwQTlBbm1pVzZtV0R6T2V4VGZTUHB2STBrRU5XdTlBTVdJX1JHdXNlaU9BeGgxRDZiVXVEa3ZnQWhWRE9OTHAyeEswbTc0RGlkS285NzNfQUg3UERUd2M0MG0taTh0ajUtb2NEQUNPQT09"
}
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