├── .github └── FUNDING.yml ├── LICENSE ├── README.md ├── helper ├── access_dune.py ├── colors.py ├── defillama.py └── plot.py ├── notebook ├── defillama_api_demo1.ipynb ├── defillama_api_demo2.ipynb ├── defillama_api_demo3.ipynb ├── defillama_api_demo4.ipynb ├── long_winners_short_losers.ipynb ├── min_variance_portfolio.ipynb ├── trade_with_bb_n_rsi.ipynb └── yearly_returns.ipynb └── png ├── 2014 Yearly Returns.png ├── 2015 Yearly Returns.png ├── 2016 Yearly Returns.png ├── 2017 Yearly Returns.png ├── 2018 Yearly Returns.png ├── 2019 Yearly Returns.png ├── 2020 Yearly Returns.png ├── 2021 Yearly Returns.png ├── 2022 Yearly Returns.png ├── backtest-bb-rsi-BTC-2018-01-01.png ├── backtest-bb-rsi-BTC-2019-01-01.png ├── backtest-bb-rsi-BTC-2020-01-01.png ├── backtest-bb-rsi-BTC-2021-01-01.png ├── backtest-bb-rsi-BTC-2022-01-01.png ├── backtest-bb-rsi-ETH-2018-01-01.png ├── backtest-bb-rsi-ETH-2019-01-01.png ├── backtest-bb-rsi-ETH-2020-01-01.png ├── backtest-bb-rsi-ETH-2021-01-01.png ├── backtest-bb-rsi-ETH-2022-01-01.png ├── backtest_long_winners_short_losers_10days.png ├── backtest_long_winners_short_losers_11days.png ├── backtest_long_winners_short_losers_14days.png ├── backtest_long_winners_short_losers_30days.png ├── backtest_long_winners_short_losers_3days.png ├── backtest_long_winners_short_losers_45days.png ├── backtest_long_winners_short_losers_4days.png ├── backtest_long_winners_short_losers_5days.png ├── backtest_long_winners_short_losers_60days.png ├── backtest_long_winners_short_losers_6days.png ├── backtest_long_winners_short_losers_7days.png ├── backtest_long_winners_short_losers_8days.png ├── backtest_long_winners_short_losers_9days.png ├── bb-rsi-BTC-2018-01-01.png ├── bb-rsi-BTC-2019-01-01.png ├── bb-rsi-BTC-2020-01-01.png ├── bb-rsi-BTC-2021-01-01.png ├── bb-rsi-BTC-2022-01-01.png ├── bb-rsi-ETH-2018-01-01.png ├── bb-rsi-ETH-2019-01-01.png ├── bb-rsi-ETH-2020-01-01.png ├── bb-rsi-ETH-2021-01-01.png ├── bb-rsi-ETH-2022-01-01.png ├── efficient_frontier_gmx_gns.png ├── minvar_portfolios_meanrets.png ├── minvar_portfolios_vols.png ├── minvar_portfolios_weights_gmx.png ├── minvar_portfolios_weights_gns.png └── yearly-returns.webp /.github/FUNDING.yml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/coindataschool/mixture/HEAD/.github/FUNDING.yml -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/coindataschool/mixture/HEAD/LICENSE -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/coindataschool/mixture/HEAD/README.md -------------------------------------------------------------------------------- /helper/access_dune.py: 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