This module allows you to analyze existing cross correlation between Coinroom Ethereum USD and Kraken Ethereum USD. You can compare the effects of market volatilities on Coinroom Ethereum and Kraken 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 Coinroom Ethereum with a short position of Kraken Ethereum. See also your portfolio center. Please also check ongoing floating volatility patterns of Coinroom Ethereum and Kraken Ethereum.
|Time Horizon||30 Days Login to change|
Coinroom Ethereum USD vs. Kraken Ethereum USD
Assuming 30 trading days horizon, Coinroom Ethereum USD is expected to under-perform the Kraken Ethereum. In addition to that, Coinroom Ethereum is 1.01 times more volatile than Kraken Ethereum USD. It trades about -0.21 of its total potential returns per unit of risk. Kraken Ethereum USD is currently generating about -0.18 per unit of volatility. If you would invest 71,977 in Kraken Ethereum USD on May 19, 2018 and sell it today you would lose (20,207) from holding Kraken Ethereum USD or give up 28.07% of portfolio value over 30 days.