This module allows you to analyze existing cross correlation between Bitstamp Bitcoin USD and Gemini Bitcoin USD. You can compare the effects of market volatilities on Bitstamp Bitcoin and Gemini Bitcoin 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 Bitcoin with a short position of Gemini Bitcoin. See also your portfolio center. Please also check ongoing floating volatility patterns of Bitstamp Bitcoin and Gemini Bitcoin.
|Time Horizon||30 Days Login to change|
Bitstamp Bitcoin USD vs. Gemini Bitcoin USD
Assuming 30 trading days horizon, Bitstamp Bitcoin USD is expected to generate 0.99 times more return on investment than Gemini Bitcoin. However, Bitstamp Bitcoin USD is 1.01 times less risky than Gemini Bitcoin. It trades about -0.11 of its potential returns per unit of risk. Gemini Bitcoin USD is currently generating about -0.12 per unit of risk. If you would invest 761,201 in Bitstamp Bitcoin USD on May 22, 2018 and sell it today you would lose (88,042) from holding Bitstamp Bitcoin USD or give up 11.57% of portfolio value over 30 days.