This module allows you to analyze existing cross correlation between Cexio Ethereum USD and Bitstamp Ethereum USD. You can compare the effects of market volatilities on Cexio 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 Cexio Ethereum with a short position of Bitstamp Ethereum. See also your portfolio center. Please also check ongoing floating volatility patterns of Cexio Ethereum and Bitstamp Ethereum.
|Time Horizon||30 Days Login to change|
Cexio Ethereum USD vs. Bitstamp Ethereum USD
Assuming 30 trading days horizon, Cexio Ethereum USD is expected to generate 0.99 times more return on investment than Bitstamp Ethereum. However, Cexio Ethereum USD is 1.01 times less risky than Bitstamp Ethereum. It trades about -0.1 of its potential returns per unit of risk. Bitstamp Ethereum USD is currently generating about -0.12 per unit of risk. If you would invest 59,297 in Cexio Ethereum USD on May 23, 2018 and sell it today you would lose (11,300) from holding Cexio Ethereum USD or give up 19.06% of portfolio value over 30 days.