I want to hold Bitcoin and Gold together in a portfolio. I want to risk adjust the weighting by volatility and rebalance on a quarterly basis. It is an idea from an investment adviser I follow.
I don't have fancy tools to calculate the required risk adjusted weighting. The allocation would be around 30% Bitcoin / 70% Gold I believe.
Is there some resource online where you could run this calculation for weighting Gold/Bitcoin for volatility?
Below example of Bitcoin/Gold portfolio - Risk adjusted on yearly volatility - Returns/DD from 2014