This module allows you to analyze existing cross correlation between Bitstamp Ethereum USD and Cexio Ethereum USD. You can compare the effects of market volatilities on Bitstamp Ethereum and Cexio 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 Cexio Ethereum. See also your portfolio center. Please also check ongoing floating volatility patterns of Bitstamp Ethereum and Cexio Ethereum.
|Time Horizon||30 Days Login to change|
Bitstamp Ethereum USD vs. Cexio Ethereum USD
Assuming 30 trading days horizon, Bitstamp Ethereum USD is expected to under-perform the Cexio Ethereum. In addition to that, Bitstamp Ethereum is 1.01 times more volatile than Cexio Ethereum USD. It trades about -0.21 of its total potential returns per unit of risk. Cexio Ethereum USD is currently generating about -0.17 per unit of volatility. If you would invest 69,858 in Cexio Ethereum USD on May 19, 2018 and sell it today you would lose (18,148) from holding Cexio Ethereum USD or give up 25.98% of portfolio value over 30 days.