mixmu (mixmu)

mixmu

Data scientist / Economist / Statistician / Math do-er IRL. Will probably post some fun crypto pricing models?

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My intro post! I'm a late-thirties (ancient) economist/statistician/programmer in the tech industry by day, looking for a good outlet to post about my unhealthy crypto/web3 hobby! I like building little portfolios using my econ background, and I want to learn how to make some apps. Anyway, nice to meet y'all!

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I have no idea why, but my little crypto portfolio model is pretty long on XLM. No idea why (yet!), but looking into. It's remarkably stable over time, so there must be a reason.

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Top casts

My intro post! I'm a late-thirties (ancient) economist/statistician/programmer in the tech industry by day, looking for a good outlet to post about my unhealthy crypto/web3 hobby! I like building little portfolios using my econ background, and I want to learn how to make some apps. Anyway, nice to meet y'all!

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Basic Markowitz portfolios work pretty well in crypto and are easy to code. If not familiar, they allocate by solving: allocation(r) = arg min w'Var(Returns)w st: w'1 = 1, w'E[Returns] >= r, for some estimate of expected returns/variance for a set of assets. Make the portfolio riskier by increasing the "r" parameter.

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