dominic2017 / singalliance

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singalliance

Assumptions

Data input is from Nov23-Dec23 since max backdated is 2000 entries for each 1hour for BTC, ETH, LTC

Output is the dictionary of format { ‘perp_contract_name1’ : weight1, ‘perp_contract_name2’ : weight2, etc...} and the mean-variance efficient frontier

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