wf_18_train

weights_cvx_stats.csv

,value ann_return,0.12929999999999978 ann_vol,0.06896434672729024 sharpe,1.4398744382030848 turnover_1norm,1.0 solver,SCS status,optimal objective,-0.2538439119204844 solve_time,6.833e-06 beta_BTC,0.10685870909555847 beta_ETH,-0.014218453498170856