암호화폐-주식 할당기 계산기
무료 계산기: 역변동성 가중을 사용하여 암호화폐 vs 주식 비중을 조정하세요.
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작동 방식
Enter current crypto and equity weights, volatilities, and portfolio value. The tool computes inverse volatility targets and rebalance trades. If crypto volatility is 60% and equity volatility is 18%, inverse volatility weighting targets roughly 23% crypto and 77% equity for equal risk contribution. Enter your actual portfolio value to see dollar rebalance trades. A $50,000 portfolio at 10% crypto and 90% equity with stated vols shows exact dollar amounts to buy or sell in each sleeve. Example altcoin sleeve at 80% vol receives half the weight of bitcoin at 40% vol under pure inverse vol math before caps. Institutional crypto allocators often cap sleeve at 5% regardless of vol math: apply your policy cap after viewing targets. If crypto volatility is 60% and equity volatility is 18%, inverse volatility weighting targets roughly 23% crypto and 77% equity for equal risk contribution. Enter your actual portfolio value to see dollar rebalance trades. Institutional allocators often cap crypto sleeve at five percent regardless of inverse vol math: apply policy cap after viewing raw targets. If crypto volatility is 60% and equity volatility is 18%, inverse volatility weighting targets roughly 23% crypto and 77% equity for equal risk contribution. Enter your actual portfolio value to see dollar rebalance trades. Institutional allocators often cap crypto sleeve at five percent regardless of inverse vol math: apply policy cap after viewing raw targets. If crypto volatility is 60% and equity volatility is 18%, inverse volatility weighting targets roughly 23% crypto and 77% equity for equal risk contribution. Enter your actual portfolio value to see dollar rebalance trades.
Review vol contribution from each sleeve to understand risk balance at target weights. Rebalance when drift exceeds 5 percentage points rather than on every small move. Crypto volatility spikes can swing target weights daily during bull markets. Track vol contribution bars: at target weights each sleeve should contribute near equal portfolio volatility before correlation effects. Layer stablecoin cash outside the model then recalculate crypto equity split on invested risk assets only. Compare current versus target on same screen before placing exchange orders to avoid partial rebalance mistakes. Rebalance when drift exceeds 5 percentage points rather than on every small move. Crypto volatility spikes can swing target weights daily during bull markets. Rebalance band of five percentage points reduces turnover when crypto vol spikes daily during bull markets. Rebalance when drift exceeds 5 percentage points rather than on every small move. Crypto volatility spikes can swing target weights daily during bull markets. Rebalance band of five percentage points reduces turnover when crypto vol spikes daily during bull markets. Rebalance when drift exceeds 5 percentage points rather than on every small move. Crypto volatility spikes can swing target weights daily during bull markets.
보수적 및 낙관적 시나리오로 가정을 테스트하세요. 다양한 입력값 간 결과를 비교하세요. 결정을 내리기 전에 민감도 분석을 실행하세요.
입력값이 변경될 때마다 암호화폐-주식 할당기을(를) 사용하세요: 시장 변동, 새로운 기여금 또는 수정된 개인 가정 후. 소프트웨어 설치 없이 빠른 재실행을 위해 페이지를 북마크하세요.
단계별 안내
- 암호화폐-주식 할당기을(를) 열고 현재 입력값을 입력하세요.
- 계산된 출력과 요약 테이블을 검토하세요.
- 가정을 조정하고 시나리오를 나란히 비교하세요.
실전 예제
Example scenario for Crypto Equity Allocator: 60%, 18%, 23%. Enter those values above to reproduce the walkthrough described in How it works.
한 번에 하나의 입력을 조정하여 민감도를 확인하세요. 암호화폐-주식 할당기은(는) 즉시 업데이트되므로 행동하기 전에 낙관적 및 보수적 가정을 스트레스 테스트할 수 있습니다.
이 계산기를 사용할 때
Reach for Crypto Equity Allocator when size crypto vs equity using inverse volatility weighting.. It suits quick what if analysis before trades, allocation changes, or plan updates.
결정이 세금, 유동성 또는 하나의 공식이 포착하는 것 이상의 다년 전망을 포괄할 때 관련 도구와 함께 사용하세요.
흔한 실수
입력 단위나 오래된 시장 가격을 확인하지 않고 출력을 복사하는 것은 암호화폐-주식 할당기에서 흔한 오류입니다. 행동하기 전에 티커, 백분율 및 날짜를 확인하세요.
단일 기준 시나리오만 실행하면 꼬리 위험을 무시합니다. 보수적 입력으로 스트레스 테스트하고 결정이 중요할 때 아래 나열된 관련 도구와 비교하세요.
공식
Target Crypto % = (1/Crypto Vol) / (1/Crypto Vol + 1/Equity Vol) × 100
Rebalance = (Target − Current Normalized) × Portfolio Value
Simplified two asset risk parity style model. Two asset simplification ignores correlation between crypto and equities. Correlation rose toward 0.7 in recent stress periods. Add correlation adjustment manually: higher crypto equity correlation reduces diversification benefit of split. Two asset simplification ignores correlation between crypto and equities. Correlation rose toward 0.7 in recent stress periods. Two asset model ignores correlation spike during risk off weeks: correlation toward 0.7 reduces diversification benefit. Two asset simplification ignores correlation between crypto and equities. Correlation rose toward 0.7 in recent stress periods. Two asset model ignores correlation spike during risk off weeks: correlation toward 0.7 reduces diversification benefit. Two asset simplification ignores correlation between crypto and equities. Correlation rose toward 0.7 in recent stress periods.
제한 사항 및 가정
Simplified two asset risk parity style model. Two asset simplification ignores correlation between crypto and equities. Correlation rose toward 0.7 in recent stress periods. Add correlation adjustment manually: higher crypto equity correlation reduces diversification benefit of split. Two asset simplification ignores correlation between crypto and equities. Correlation rose toward 0.7 in recent stress periods. Two asset model ignores correlation spike during risk off weeks: correlation toward 0.7 reduces diversification benefit. Two asset simplification ignores correlation between crypto and equities. Correlation rose toward 0.7 in recent stress periods. Two asset model ignores correlation spike during risk off weeks: correlation toward 0.7 reduces diversification benefit. Two asset simplification ignores correlation between crypto and equities. Correlation rose toward 0.7 in recent stress periods. Crypto Equity Allocator does not replace personalized advice. Fees, slippage, account specific rules, and behavioral constraints may change real world outcomes.
주요 용어
- How does inverse volatility allocation work
- Inverse volatility weighting allocates more to lower volatility assets.
- What inputs do I need
- Current crypto and equity percentages, expected volatilities for each, and total portfolio value for rebalance dollar amounts.
- 모델 가정
- Positive rebalance to crypto means buy crypto; negative means sell crypto into equities to reach target weights.
대안 비교
More calculators: risk parity allocator, portfolio beta, efficient frontier. Use those calculators when crypto equity allocator alone does not capture the full decision.
portfolios.tools의 내부 링크는 계산기 체인을 도와줍니다: 먼저 암호화폐-주식 할당기을(를) 실행한 다음, 아래 관련 섹션의 전문 도구로 엣지 케이스를 검증하세요.
FAQ
How does inverse volatility allocation work?
Inverse volatility weighting allocates more to lower volatility assets. Given crypto and equity volatilities, it suggests a balanced risk contribution split. Equal risk contribution differs from equal dollar weighting. High vol crypto gets a smaller target weight so both sleeves contribute similar portfolio volatility. Stablecoin and cash sleeves belong outside this two asset model. Include only risk assets in crypto and equity buckets. Leveraged crypto exposure belongs in vol input only at unleveraged notional unless you model margin separately. Equal risk contribution differs from equal dollar weighting. High vol crypto gets a smaller target weight so both sleeves contribute similar portfolio volatility.
What inputs do I need?
Current crypto and equity percentages, expected volatilities for each, and total portfolio value for rebalance dollar amounts. Use 90 day realized vol or implied vol from options markets. Bitcoin vol often doubles during crashes versus calm periods. Include ETH and BTC vol separately if both held rather than blending into one crypto vol input. Use 90 day realized vol or implied vol from options markets. Bitcoin vol often doubles during crashes versus calm periods.
How do I read rebalance amounts?
Positive rebalance to crypto means buy crypto; negative means sell crypto into equities to reach target weights. Positive rebalance to crypto means buy crypto with proceeds from equity sales. Negative means trim crypto back toward target. Trim duplicate rebalance guidance: execute trades in tax advantaged accounts first when crypto gains are large. Positive rebalance to crypto means buy crypto with proceeds from equity sales. Negative means trim crypto back toward target. Taxable rebalancing may favor selling winners in IRA first: note tax lots before executing large crypto trim trades. Positive rebalance to crypto means buy crypto with proceeds from equity sales. Negative means trim crypto back toward target. Taxable rebalancing may favor selling winners in IRA first: note tax lots before executing large crypto trim trades. Positive rebalance to crypto means buy crypto with proceeds from equity sales. Negative means trim crypto back toward target.
Which volatility should I use?
Volatility assumptions matter. Use trailing or implied vol you believe is forward looking. Crypto vol is typically much higher than equities. Update vol inputs after major regime changes. 2022 crypto winter saw sustained 80%+ vol versus 50% in calmer bull phases. Quarterly rebalance aligns with equity rebalance calendars and reduces turnover versus monthly crypto trading. Update vol inputs after major regime changes. 2022 crypto winter saw sustained 80%+ vol versus 50% in calmer bull phases.
What is saved in my browser?
Volatility assumptions are saved locally. Consider tax lots before rebalancing in taxable accounts. Crypto to equity trades may trigger capital gains. Export target weights to your rebalancing spreadsheet quarterly rather than trading on daily vol noise. Document target policy in investment policy statement so rebalance bands survive market emotion. Consider tax lots before rebalancing in taxable accounts. Crypto to equity trades may trigger capital gains. Stablecoin cash belongs outside risk sleeves: recalculate crypto equity split on invested risk assets only. Consider tax lots before rebalancing in taxable accounts. Crypto to equity trades may trigger capital gains. Stablecoin cash belongs outside risk sleeves: recalculate crypto equity split on invested risk assets only. Consider tax lots before rebalancing in taxable accounts. Crypto to equity trades may trigger capital gains.
이 Crypto Equity 계산기를 휴대폰이나 태블릿에서 어떻게 사용하나요?
네. Crypto Equity 계산기는 최신 모바일 브라우저에서 데스크톱과 동일한 공식으로 작동합니다. 선택적 localStorage로 입력값을 기기에 저장할 수 있습니다.
암호화폐-주식 할당기을(를) 사용할 때 내 데이터는 어디에 저장되나요?
당사 서버 어디에도 없습니다. 계산은 브라우저에서 로컬로 실행됩니다. 선택적 localStorage는 기기에서만 양식 필드를 저장하며 네트워크를 통해 포트폴리오 번호를 전송하지 않습니다.
세금 또는 법적 결정에 암호화폐-주식 할당기에 의존해야 하나요?
아니요. 이 도구는 교육용 수학만 제공합니다. 세법, 계좌 규칙 및 개인 상황은 다양합니다. 중대한 결과를 초래하는 거래 전에 자격을 갖춘 세무 또는 법률 전문가와 상담하세요.
관련 도구
More calculators: risk parity allocator, portfolio beta, efficient frontier. Broaden to multi asset risk parity with Risk Parity Allocator. Measure portfolio beta with Portfolio Beta Calculator. Plot two asset mixes on Efficient Frontier 2 Asset tool. Monitor overall concentration with Portfolio Temperature. Stress test drawdowns with Maximum Drawdown Calc. Review impermanent loss on DeFi pairs separately from this spot allocation model when holding LP tokens. Broaden to multi asset risk parity with Risk Parity Allocator. Measure portfolio beta with Portfolio Beta Calculator. Plot two asset mixes on Efficient Frontier 2 Asset tool. Portfolio Temperature measures overall heat after crypto sleeve raises portfolio level volatility contribution. Broaden to multi asset risk parity with Risk Parity Allocator. Measure portfolio beta with Portfolio Beta Calculator. Plot two asset mixes on Efficient Frontier 2 Asset tool. Portfolio Temperature measures overall heat after crypto sleeve raises portfolio level volatility contribution. Broaden to multi asset risk parity with Risk Parity Allocator. Measure portfolio beta with Portfolio Beta Calculator. Plot two asset mixes on Efficient Frontier 2 Asset tool.