SIMPLI FINANCE LAB
  • 🌎What is SIMPLI FINANCE?
  • SIMPLI Platform
    • πŸš€SIMPLI FINANCE Journey
    • 🧠Protocol
      • πŸ“ŠPortfolio Optimization
      • πŸ’ΉExpected Return
      • πŸ“‰Maximum Drawdown
      • πŸ”ƒVolatility
      • πŸ’±Fees
  • SIMPLI token
    • πŸͺ™Simplinomics
    • 🦸SIMPLI Token’s Utility
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  • Safe n Sound
    • πŸ”’Audit
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Expected Return

The expected annual return is estimated by multiplying 365 with the expected daily return which considers impermanent loss and pool rewards of each day (or mean value of the actual daily return) of the last 20 days.

Return=pool_valTβˆ’pool_valTβˆ’1+daily_pool_rewardTReturn =pool\_val_T-pool\_val_{T-1}+daily\_pool\_reward_TReturn=pool_valTβ€‹βˆ’pool_valTβˆ’1​+daily_pool_rewardT​
Exp_Return=βˆ‘i=1Npool_valiβˆ’pool_valiβˆ’1+daily_pool_rewardiNExp\_Return = \frac{ \sum_{i=1}^N pool\_val_{i}-pool\_val_{i-1}+daily\_pool\_reward_{i} }{N} Exp_Return=Nβˆ‘i=1N​pool_valiβ€‹βˆ’pool_valiβˆ’1​+daily_pool_rewardi​​
pool_val=(token_priceAΓ—amtA)+(token_priceBΓ—amtB)pool\_val=\big(token\_price_A \times amt_A\big) + \big(token\_price_B \times amt_B\big) pool_val=(token_priceA​×amtA​)+(token_priceB​×amtB​)
amt=pool_val2Γ—token_priceamt= \frac{pool\_val}{2 \times token\_price}amt=2Γ—token_pricepool_val​
amt0=1002Γ—token_priceamt_{0} = \frac{100}{2 \times token\_price}amt0​=2Γ—token_price100​
SD_Return=βˆ‘i=120(Returniβˆ’Returnβ€Ύ)219SD\_Return= \sqrt{ \frac{ \sum_{i=1}^{20} \big(Return_{i} - \overline{Return} \big)^{2} }{19} } SD_Return=19βˆ‘i=120​(Returniβ€‹βˆ’Return)2​​

token_pricetoken\_pricetoken_price = token price in current day

amtamtamt = Number of token in yesterday

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Last updated 3 years ago

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