Tutorial: Portfolio Optimization with Stocks and Cryptocurrencies

As we finally start to add tutorials to our site we started with Portfolio Optimization with Stocks and Cryptocurrencies which was initially prepared for the Interactive Brokers Quant Blog.

Click here to access this tutorial about Combined Cryptofolios – What Markowitz (Optimization) would have told us about Cryptocurrencies in 2018.

There’s still a heavy buzz around cryptocurrenices – as with every opportunity which offers a convenient way to get rich quick. There’s a reason why one of the pressing questions in the Cryptocommunity is: “When Lambo?”. On a more serious note there is the discussion going on to which asset class cryptos belong. Here we use the a set of parsed and pre-processed stock and cryptocurrency data to combine cryptos with data from (almost) all stocks from the S&P 100 index to check whether cryptos are given a chance by a (plain) Markowitz optimization.

 

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