论文标题
有效实施涉及加密货币和VIX索引和黄金的投资组合策略
Efficient implementation of portfolio strategies involving cryptocurrencies and VIX INDEX and Gold
论文作者
论文摘要
这项研究主要探讨不同策略的特征，以及VIX指数是否在任何时期都对投资组合产生积极影响。我们的投资组合具有六个重要的加密货币，即VIX指数和黄金。我们对所有原始数据执行参数估计，并将两种类型带入不同的投资策略，根据其他特征有效地完成它们，并比较结果。同时，我们制作两个不同的投资组合，一个包含VIX索引，一个没有VIX索引。我们在不同的投资组合策略中使用不同的投资组合，发现VIX指数可以积极影响加密货币的投资组合，无论在标准市场或下降市场中。该研究表明，黄金具有与VIX指数相同的属性，应具有特定的积极效果，但没有进行比较实验。
This research mainly explores the characteristics of different strategies and whether VIX INDEX positively influences the investment portfolio in any period. Our portfolio has six significant cryptocurrencies, VIX INDEX and gold. We perform parameter estimation on all raw data and bring the two types into different investment strategies, complete them effectively according to other characteristics, and compare the results. At the same time, we make two different portfolios, one contains VIX INDEX, and one does not have VIX INDEX. We use different portfolios in different portfolio strategies and find that VIX INDEX can positively impact the investment portfolio of cryptocurrencies, no matter in the standard market or the downward market. The research shows that gold has the same attributes as VIX INDEX and should have a specific positive effect, but no comparative experiment has been done.
