This module allows you to analyze existing cross correlation between BitTrex Ethereum USD and Bitstamp Ethereum USD. You can compare the effects of market volatilities on BitTrex Ethereum and Bitstamp 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 BitTrex Ethereum with a short position of Bitstamp Ethereum. See also your portfolio center. Please also check ongoing floating volatility patterns of BitTrex Ethereum and Bitstamp Ethereum.
|Time Horizon||30 Days Login to change|
BitTrex Ethereum USD vs. Bitstamp Ethereum USD
Assuming 30 trading days horizon, BitTrex Ethereum USD is expected to under-perform the Bitstamp Ethereum. In addition to that, BitTrex Ethereum is 1.02 times more volatile than Bitstamp Ethereum USD. It trades about -0.1 of its total potential returns per unit of risk. Bitstamp Ethereum USD is currently generating about -0.1 per unit of volatility. If you would invest 58,433 in Bitstamp Ethereum USD on May 24, 2018 and sell it today you would lose (11,156) from holding Bitstamp Ethereum USD or give up 19.09% of portfolio value over 30 days.