Bumpin’ with Beta: or, How I Learned to Love Portfolio Volatility
By Tommy Schreiner
March 05, 2021
- Add up all positions as shown in column A.
- Convert position sizes to percentage of total account.
- Fill in beta of all coins in portfolio.
- Multiply percentage size by each coin’s beta to find weighted beta value.
- Total portfolio beta = sum all of weighted beta.
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