Developing an efficient frontier allocation for a crypto portfolio
The relevant functions developed thus far are:
- Volatility minimizator: minimize_vol(desired_return,crypto_ticker_list) This functions returns the weights of the least risky portfolio given the desired cryptos and the desired return
The main tasks ahead are:
- Add time considerations for the calculations, so only a certain timeframe can be used for returns and volatility estimations
- Get rid of tests
- Consider what happens for cryptos with different timeframe data availability
- Add function to return optimal portfolio given risk-free rate
- Add local database so the api only needs to be called once for every crypto when we need to do new analysis