  We have designed an innovative portfolio rebalancing mechanism termed the
Cascading Waterfall Round Robin Mechanism. This algorithmic approach recommends
an ideal size and number of trades for each asset during the periodic
rebalancing process, factoring in the gas fee and slippage. The essence of the
model we have created gives indications regarding whether trades should be made
on individual assets depending on the uncertainty in the micro - asset level
characteristics - and macro - aggregate market factors - environments. In the
hyper-volatile crypto market, our approach to daily rebalancing will benefit
from volatility. Price movements will cause our algorithm to buy assets that
drop in prices and sell as they soar. In fact, the buying and selling happen
only when certain boundaries are crossed in order to weed out any market noise
and ensure sound trade execution. We have provided several numerical examples
to illustrate the steps - including the calculation of several intermediate
variables - of our rebalancing mechanism. The Algorithm we have developed can
be easily applied outside blockchain to investment funds across all asset
classes at any trading frequency and rebalancing duration.
  Shakespeare As A Crypto Trader:
  To Trade Or Not To Trade, that is the Question,
  Whether an Optimizer can Yield the Answer,
  Against the Spikes and Crashes of Markets Gone Wild,
  To Quench One's Thirst before Liquidity Runs Dry,
  Or Wait till the Tide of Momentum turns Mild.
