Portfolio Optimization

With top Smart Contract Platform Coins by Market Capitalization.

Lookback (days):
Number of altcoins:
Iterations:

In black the optimal portfolio (maximize Sharpe Ratio), in cyan the market portfolio (weights according to market cap) and in blue the safety first portfolio (minimum Drawdown).

Disclaimer

Trading carries substantial risk and the possibility of both significant profits and losses. Past gains are not indicative of future returns. All your money may be lost in the event of extreme price movements. The information here should not be regarded as financial or investment advice. All trading strategies are used at your discretion and your own risk. I will not be liable to you for any loss that might arise from your interpretation.