This module allows you to analyze existing cross correlation between Gemini Ethereum USD and Exmo Ethereum USD. You can compare the effects of market volatilities on Gemini Ethereum and Exmo 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 Gemini Ethereum with a short position of Exmo Ethereum. See also your portfolio center. Please also check ongoing floating volatility patterns of Gemini Ethereum and Exmo Ethereum.
|Time Horizon||30 Days Login to change|
Gemini Ethereum USD vs. Exmo Ethereum USD
Assuming 30 trading days horizon, Gemini Ethereum USD is expected to generate 1.09 times more return on investment than Exmo Ethereum. However, Gemini Ethereum is 1.09 times more volatile than Exmo Ethereum USD. It trades about -0.09 of its potential returns per unit of risk. Exmo Ethereum USD is currently generating about -0.11 per unit of risk. If you would invest 57,937 in Gemini Ethereum USD on May 24, 2018 and sell it today you would lose (10,304) from holding Gemini Ethereum USD or give up 17.78% of portfolio value over 30 days.