The paper's backtest claims a 30-day rolling Sharpe-maximizing strategy outperforms static allocation for top-10 cryptocurrencies from 2020 to 2025.
SSRN Electronic Journal (2021)
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Building crypto portfolios with agentic AI
The paper's backtest claims a 30-day rolling Sharpe-maximizing strategy outperforms static allocation for top-10 cryptocurrencies from 2020 to 2025.