This module allows you to analyze existing cross correlation between Bitstamp Ethereum USD and BitTrex Ethereum USD. You can compare the effects of market volatilities on Bitstamp Ethereum and BitTrex Ethereum and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in Bitstamp Ethereum with a short position of BitTrex Ethereum. See also your portfolio center. Please also check ongoing floating volatility patterns of Bitstamp Ethereum and BitTrex Ethereum.
|Time Horizon||30 Days Login to change|
Bitstamp Ethereum USD vs. BitTrex Ethereum USD
Assuming 30 trading days horizon, Bitstamp Ethereum USD is expected to generate 0.95 times more return on investment than BitTrex Ethereum. However, Bitstamp Ethereum USD is 1.05 times less risky than BitTrex Ethereum. It trades about -0.11 of its potential returns per unit of risk. BitTrex Ethereum USD is currently generating about -0.12 per unit of risk. If you would invest 56,169 in Bitstamp Ethereum USD on May 26, 2018 and sell it today you would lose (11,214) from holding Bitstamp Ethereum USD or give up 19.96% of portfolio value over 30 days.