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Buckle up and enjoy the ride: volatility analysis on common cryptos (373 downloads)
Author: Katula Lamperouge
Keywords: crypto volatility, portfolio risk, volatility analysis
Abstract: Volatility is one of the most commonly used indicators in quantitative research and portfolio construction. It offers insight on how stable the underlying is, how much risk is involved and how to combine the portfolio for optimal return on unit risk. We present in this article the annual volatility of top 50 cap cryptos as of February 2018, and analyze the impact on investment decisions from rational investors.
