portfolio_btc_nav

portfolio_weights.csv

portfolio,highwater,mt2x,persistent,tellurian,quantstrat,syntax,velox EqualWeight,0.14285714285714285,0.14285714285714285,0.14285714285714285,0.14285714285714285,0.14285714285714285,0.14285714285714285,0.14285714285714285 MaxSharpe_MV,0.14285714285714285,0.14285714285714285,0.14285714285714285,0.14285714285714285,0.14285714285714285,0.14285714285714285,0.14285714285714285 MinVar,0.20000001245648066,0.3999999877814262,2.979030528349937e-11,0.39999999964725136,2.5730199343488287e-11,2.913024990883238e-11,3.0191064040799936e-11 MaxSharpe_CDaR,0.14285714285714285,0.14285714285714285,0.14285714285714285,0.14285714285714285,0.14285714285714285,0.14285714285714285,0.14285714285714285 MinCDaR,9.297529113633699e-09,0.39999999946123405,0.19999999093784007,0.3999999998966036,2.2526863770338707e-11,2.7362388211856734e-11,3.569040617243077e-10 MinMDD,1.1113216823514238e-10,0.3999999998263028,0.19999999993071166,0.39999999997531477,8.431416816780098e-12,7.538020134272775e-12,1.4056938239169962e-10