An optimized portfolio of crypto and stocks
Contributers : Jamel Havey & Oodaye Shukla
Given $10,000, what is the optimum portfolio allocation Assets span Cryptocurrency and traditional assets (stocks) Apply portfolio optimization methods and forecasting methods
Cryptocurrency: Bitcoin (BTC) | Ripple (XRP) | Cardona (ADA) | Litecoin (LTC) | BinanceCoin (BNB) | DogeCoin (DOGE) | Uniswap (UNI) | CryptocomCoin (CRO) | Ethereum (ETH) | Solana (SOL)
Traditional: Apple (AAPL) | Tesla (TSLA) | Google (GOOG) | Amazon (AMZN) | Bank of America (BAC) | Costco (COST) | Disney (DISN) | Domnioes Pizza (DPZ) Coca-Cola (KO) | Microsoft (MSFT) Nordic American Tanker (NAT) | Starbucks (SBUX)
Download and standardize historical data Leverage Portfolio Optimization Libraries to determine overall weighting Use Black-Litterman Allocation Determine portfolio asset weighting Compute overall returns across the portfolio of assets Use a graph database to determine the similarity of assets based on a collection of measures Can be extended to other non-numeric measures
Cryto 21 Day rolling STD
Initial Investmentn (Crypto)
