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📊 5 parts

Portfolio Construction & Risk

From Markowitz to production HRP + CVaR: how to allocate across crypto assets, model tail dependence with copulas, and size positions without blowing up.

  1. 01
    Kripto uchun Markowitz portfel nazariyasi: noldan qahramongacha
    Sep 25, 2025 #portfolio optimization

    Kripto uchun Markowitz portfel nazariyasi: noldan qahramongacha

    Python yordamida optimal kripto portfellar qurish - chunki YOLO strategiya emas. Amaliy Python kod misollari bilan Nobel mukofoti sohibi bo'lgan portfel nazariyasini kripto investitsiyalarga qanday qo'llashni o'rganing.
  2. 02
    12 Portfolio Optimization Algorithms, Compared: HRP, Black-Litterman, NCO and Beyond
    May 22, 2026 #portfolio optimization

    12 Portfolio Optimization Algorithms, Compared: HRP, Black-Litterman, NCO and Beyond

    One basket of crypto, twelve allocation algorithms, one honest comparison. We open-sourced a Rust portfolio optimizer that runs HRP, HERC, MVO, Black-Litterman, NCO, Entropy Pooling and more behind a single interface — here is how each one thinks and why no single winner exists.
  3. 03
    Inside Our House Algorithm: HRP + Long/Short + CVaR with Hull-White
    May 25, 2026 #portfolio optimization

    Inside Our House Algorithm: HRP + Long/Short + CVaR with Hull-White

    A deep dive into Pipeline — the composite allocation algorithm we built on top of HRP. Hierarchical Risk Parity as the base, a long/short overlay driven by agent signals and confidence, and a final risk correction via CVaR with a Hull-White volatility adjustment. The full math from our spec, plus the actual Rust implementation.
  4. 04
    Kripto portfellarida birgalikdagi xavfni modellashtirish uchun kopula modellari
    Mar 30, 2026 #risk

    Kripto portfellarida birgalikdagi xavfni modellashtirish uchun kopula modellari

    Chiziqli korrelyatsiyadan tashqarida — kriptovalyuta portfellarida aniq VaR va CVaR bahosi uchun dum bog'liqligi va birgalikdagi xavfni aniqlash uchun kopula modellaridan foydalanish.
  5. 05
    Strategiyalar uchun Kelli mezoni: pozitsiya hajmini qanday belgilash va kapitalni taqsimlash kerak
    Jun 23, 2026 #risk management

    Strategiyalar uchun Kelli mezoni: pozitsiya hajmini qanday belgilash va kapitalni taqsimlash kerak

    Ijobiy kutilayotgan qiymatga ega strategiya ham, agar bet hajmi noto'g'ri tanlansa, hisobingizni yo'q qilishi mumkin. Biz Kelli mezonini formula chiqarilishidan strategiyalar portfeliga qadar ko'rib chiqamiz: nega to'liq Kelli xavfli, qismli Kelli yarim o'zgaruvchanlikda o'sishning 75% ni qanday beradi, va Kelli ulushi daromad va xavfni qanday o'zgartirishini ko'rsatadigan interaktiv kalkulyator.