Bitcoin: Modern Portfolio Theory and The Sharpe Ratio
How can we use modern portfolio theory (MPT) and the Sharpe Ratio (risk-adjusted returns) to identify superior portfolios? In this video we talk about using monte carlo simulations and quadratic programming to identify portfolios which maximize your theoretical return (based on historical returns) per unit risk that you want to take on.
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Disclaimer: The information presented within this video is NOT financial advice.
I’m a journalist who specializes in investigative reporting and writing. I have written for the New York Times and other publications.