Use portfolio visualizer to find the omega optimized portfolio weights for buy-and-hold ^BTC & ^ETH. Start/End: Sep 2015 - March 2024. Month-to-month time periods. Target return 0%... Use portfolio visualizer to find the omega optimized portfolio weights for buy-and-hold ^BTC & ^ETH. Start/End: Sep 2015 - March 2024. Month-to-month time periods. Target return 0%.
Understand the Problem
The question is asking for the omega optimized portfolio weights for Bitcoin and Ethereum over a specified time period using Portfolio Visualizer, with a target return of 0%.
Answer
BTC: 65.83%, ETH: 34.17%
The Omega optimized portfolio weights for the specified period are BTC: 65.83% and ETH: 34.17%.
Answer for screen readers
The Omega optimized portfolio weights for the specified period are BTC: 65.83% and ETH: 34.17%.
More Information
The optimization was performed using the Portfolio Visualizer tool, which takes into account historical returns over the specified time period to find the weights that meet a target return of 0%.
Tips
A common mistake is not verifying the correct date range and inputs when using a tool like Portfolio Visualizer, which can lead to incorrect portfolio weight results.
Sources
- Use portfolio visualizer to find the omega optimized ... - Course Hero - coursehero.com
- Portfolio Optimization - portfoliovisualizer.com
AI-generated content may contain errors. Please verify critical information
