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n+ (without best by market cap)
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Coins
Portfolio
Coins
Historical price
Optimization
algorithms
Equal weights (
EW
)
Analyzed in
2007
by
Victor DeMiguel and al.
in their research paper
Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
.
Inverse volatility (
IV
)
Described in
2012
by
Raul Leote de Carvalho and al.
in the research paper
Demystifying Equity Risk-Based Strategies: A Simple Alpha Plus Beta Description
.
Performance (annual return vs. volatility)
Performance (annual return, volatility and Sharpe ratio)