„Actively Managed Crypto Investments“ - Combining cryptocurrencies with traditional assets…
Updated: Oct 8, 2020
Cryptoassets are becoming more and more a recognized asset class and many investors consider cryptos as another alternative investment opportunity with significant performance and diversification potential.
However, cryptoassets are not necessarily easy to incorporate into traditional investment portfolios mainly due to extreme volatility, which renders many of the current risk management tools useless.
In this paper we show that advanced risk management technologies from OpenMetrics® work very well with cryptos and how these can be combined with traditional assets in order to build an attractive portfolio from a risk/return perspective with low correlation to other markets.