Data
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How Much Bitcoin Should You (Reasonably) Own?
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13 min read
A data-driven how-to guide on quantifying risk for portfolios with crypto exposure using Python, Modern Portfolio Theory, Sharpe Ratio, and Monte Carlo Simulations. Note: this post originally appeared on Medium in June 2021. The Problem — How Does Crypto Affect Your Portfolio Volatility? Let’s say you’re an average 20-something year old with about $16,000 in retirement savings.…