This post is from a low-reputation account and contains an unverified outbound link. Be cautious before clicking external links.
Any recommended tools for Markowitz efficient frontier- and Sharpe-ratio-based crypto portfolio rebalancing? I've searched for online resources to do this but couldn't find much; the easiest solution I came up with was to download a catalyst script (https://github.com/enigmampc/catalyst/blob/master/catalyst/examples/portfolio_optimization.py), modify it to match my trading pairs of interest, download the necessary market data by following their intro tutorial, and use the google sheet referenced by 