wf_09_train

weights_cvx_stats.csv

,value ann_return,0.09409999999999999 ann_vol,0.06279874516598478 sharpe,1.0207210324119667 turnover_1norm,1.0 solver,SCS status,optimal objective,-0.18425631252772742 solve_time,8.041e-06 beta_BTC,0.09461965019631419 beta_ETH,0.017822218391253062