RELATIONS BETWEEN CRYPTO RETURNS

in cryptocurrencies •  7 years ago 

As we like to play with numbers, and we like to see if there is something hidden between them, we started to look for relations between crypto returns. Do they move in the same way, or does it exist some special grouping -
We started collecting data from May and something is coming out. This is a random week relation table
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This is a simple sample of what we are doing. We also are calculating the beta relations between any single crypto and the average market, to see if any moves against it.
For sure there is a high mutual relation in the short term, but we also find something different moving from a 48 hours perspective to a longer horizon. We are building several crypto investment portfolios on these studies .

If you want to know more feel free to contact us at our email

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