Bitcoin: Modern Portfolio Theory and The Sharpe Ratio

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How can we use modern portfolio theory (MPT) and the Sharpe Ratio (risk-adjusted returns) to identify superior portfolios? In this video we talk about using monte carlo simulations and quadratic programming to identify portfolios which maximize your theoretical return (based on historical returns) per unit risk that you want to take on.

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Disclaimer: The information presented within this video is NOT financial advice.

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I think Ben is enjoying a nice holiday :)

brodymerkx

We've come a long way, it feels like the last time we saw this curve was years ago. Btw i love that you continue to bully LTC

SIRTAAH

Been a while. Hope you're doing well Ben!!

reesewester

waiting for your video since 6 days on etherium and bitcoin update

icemil

Great update Ben! Curious if you have the ability, within the premium website, to compare crypto assets with traditional assets. In this case, I would be interested to see the something like BTC, NDQ, Gold for an interesting comparison.

frederickroberts

We need a bull/bear market support band update!

BSMvideos

It would be interesting to see an animation of this chart over time to see how it has changed over the months / years.

willwright

Valuable content as usual. I hope you make a TA on ETH soon, I'm very curious to hear your opinion on the recent bullish move, whether is going to test a higher resistant or down for a correction.

Thanks.

ibrahimomar

I’d be interested to hear if your opinion on BTC dominance is changed with the recent ETH run up

algocision

Saw this notification, knew I was in for hearing Ben dunk on Litecoin 🤣

AitkenSteele

Thanks for another short and sweet video bro. Liked and subbed for a long time. 👍

kila_whale

can you do a dubious video on looking at BTC/M2SL again as you did a while back? It paints fascinating pictures of the insanely strong support that was touched on 3 weeks ago!

walidhoualla

"All models are wrong. Some, are useful." Ben, you quoted that not too long ago. Could we not assume the same with the above simulator?

Still, you bring up a valid point to prioritize Sortino Ratio over Sharpe Ratio, which I've found many money managers fail to understand.

mikec

Seems to me just by looking at it that the BTC-ETH-LTC chart is part of a federation that will be taking us to new planets and some already explored. Like the moon. Live long and prosper 🖖

haydenlaforge