macrocephalopod

Hence if you tell me any *other* strategy is optimal, I think you’re making a claim about the real-world properties of the assets.

I believe you know what you’re doing and your calculations look right — I just don’t know what point you’re making?

This is already a practical way to benefit from a zero geomean asset, assuming it is such. So we shouldn't label these things as purely theoretical.

Are you putting 23% of your portfolio in bitcoin?

I'm more conservative and use 10%.

Hmm, so you believe Bitcoin is going to zero

I don't understand. I assume zero geometric return for bitcoin above.