How to calculate the risk-free rate of cryptocurrencies?

by CoderApprentice   Last Updated September 11, 2019 18:27 PM

For a conference, I need to show the Sharpe ratio's of Bitcoin portfolios using different trading strategies. To calculate the Sharpe ratio, I need Bitcoin's risk-free rate. The risk-free rate for normal stock markets is usually taken from Treasury documents. But cryptocurrencies have no central government and are not affiliated to any country. So how to determine the risk-free rate for, for example, Bitcoin? Is it simply 0?



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