This module allows you to analyze existing cross correlation between Exmo Bitcoin USD and BitTrex Bitcoin USD. You can compare the effects of market volatilities on Exmo Bitcoin and BitTrex 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 Exmo Bitcoin with a short position of BitTrex Bitcoin. See also your portfolio center. Please also check ongoing floating volatility patterns of Exmo Bitcoin and BitTrex Bitcoin.
|Time Horizon||30 Days Login to change|
Exmo Bitcoin USD vs. BitTrex Bitcoin USD
Assuming 30 trading days horizon, Exmo Bitcoin USD is expected to generate 0.78 times more return on investment than BitTrex Bitcoin. However, Exmo Bitcoin USD is 1.28 times less risky than BitTrex Bitcoin. It trades about -0.17 of its potential returns per unit of risk. BitTrex Bitcoin USD is currently generating about -0.14 per unit of risk. If you would invest 740,905 in Exmo Bitcoin USD on May 26, 2018 and sell it today you would lose (111,405) from holding Exmo Bitcoin USD or give up 15.04% of portfolio value over 30 days.