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can we load into our custom crypto data into cvxportfolio for backtesting and portfolio construction ? [bounty possible] #153
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Hi, yes of course you can use Cvxportfolio for any asset class, including crypto-currencies. If you have already returns dataframes I don't see any difference with what is shown in the examples with stocks or ETFs. Maybe you'll want to set |
also would want to load our own custom alpha factors & models to forecast returns and run simulation
covariance can just be historical
can offer bounty if anyone can help to set this up :)
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