ABCDEFGHIJKLMNOPQRSTUVWXYZ
1
BTC
2
3
LeverageAvg. Daily return in %Data set used:
4
10,63%
5
21,13%
6
31,49%
7
41,72%
8
4,51,79%
9
51,83%
10
5,51,83%
11
61,81%
12
71,67%
13
81,40%
14
91,02%
15
16
17
18
Formula used:
19
20
21
22
23
24
25
26
27
28
29
The "½" (half) term in the formula is achieved by directly dividing k²σ² by (1 + kμ). This division effectively reduces the impact of the volatility term by half. So there is no need to multiply it by 0.5, it just fucks up the formula.
30
31
ETH
32
33
LeverageAvg. Daily return in %Data set used:
34
10,62%
35
21,10%
36
31,42%
37
41,61%
38
51,65%
39
61,55%
40
71,33%
41
80,96%
42
90,47%
43
10-0,14%
44
45
46
47
48
49
Formula used:
50
51
52
53
54
55
56
57
58
59
60
61
The "½" (half) term in the formula is achieved by directly dividing k²σ² by (1 + kμ). This division effectively reduces the impact of the volatility term by half. So there is no need to multiply it by 0.5, it just fucks up the formula.
62
63
SOL
64
65
LeverageAvg. Daily return in %Data set used:
66
11,23%
67
21,93%
68
2,52,08%
69
32,11%
70
3,52,02%
71
41,80%
72
51,03%
73
6-0,20%
74
75
76
77
78
79
80
81
Formula used:
82
83
84
85
86
87
88
89
90
91
92
The "½" (half) term in the formula is achieved by directly dividing k²σ² by (1 + kμ). This division effectively reduces the impact of the volatility term by half. So there is no need to multiply it by 0.5, it just fucks up the formula.
93
94
PEPE
95
96
LeverageAvg. Daily return in %
97
10,83%
98
20,06%
99
3-2,25%
100
4-6,02%