Public deliverable for Group 101 (G101) — Class T22, 2025/2A — Inteli (Instituto de Tecnologia e Liderança). Business partner: Hashdex.
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Public Report G101 M16.docx— full report (Word, INTELI TCC template format) - 📄
Public Report G101 M16.pdf— full report (PDF) - 📝
Public Report G101 M16.md— source (Markdown)
A machine-learning system that decides, on a weekly basis, how much of a portfolio to allocate to Bitcoin versus a cash-equivalent benchmark (the Brazilian interbank rate, CDI). It is long-only (0–100%, no short selling) and optimized for downside risk-adjusted return. The report covers the problem, methodology, results, and limitations.
Confidentiality. Confidential partner information (assets under management, client data, and proprietary implementation details) has been intentionally omitted. Performance figures are out-of-sample backtest and early paper-trading results, not realized returns on capital.