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Portfolio Construction- Mean Variance Portfolio Optimization

Start with a list of tokens (say the most “attractive” 25 tokens in the ethereum ecosystem).
Input the return each token is expected to earn over the next year. You will have a column of 25 expected returns.
Estimate each tokens variance and covariances with every other token. You will have a 25 x 25  variance-covariance matrix. 
Add additional constraints as necessary (industry constraints, trading constraints, socially responsible investing constraints).
Construct a portfolio with the highest expected return for a given level of risk.