Tag: data science

  • How Much Bitcoin Should You (Reasonably) Own?

    How Much Bitcoin Should You (Reasonably) Own?

    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….