Risk and Return Analysis of top Crypto Coins
Abstract
In this paper, risk and return analysis of the top ten currencies are been presented. How risky are cryptocurrencies, when compared to other forms of investment like stock & commodities,is also been analyzed.An equal-weighted crypto index is taken for the comparisonwith S&P 500, Crude oil, Gold, and Crypto coins. Among the crypto coins, there are some which are highlyrisky and some gave high returns. Proper quantitative& statistical analysis is needed to understand the historical behavior. It is important to study the historical behavior patterns to know the future. Descriptive statistical tools are used to see the patterns and Inferential statistical tools are used to understand the estimation of the association between the variables.
Downloads
References
Information about Dogecoin, Bitcoin Cash,Monero&Chainlink fromwww.investopedia.com
Price movements data of 10 cryptocurrencies taken - www.coinmarketcap.com
Information about Bitcoin, Etherium, Cardano, Binance coin, Bitcoin Cash www.coindesk.com
Information about cryptocurrencieswww.coinbase.com
Yukun Liu and AlehTsyvinski – Risks and Returns of cryptocurrencies
IsfentiSadalia&Rico Nur Ilham’s paper on ‘Risk & Return on bitcoin’
Albert S. Hu, Christine A. Parlour, Uday Rajan’s paper – ‘Cryptocurrencies: Stylized facts on a new investible Instruments’
Cryptocurrencies: market analysis and perspectives - Giancarlo Giudici Alistair Milne
Cryptocurrency investing for dummies -Kiana Danial
A Statistical Analysis of Cryptocurrencies - Stephen Chan, Jeffrey Chu, Saralees Nadarajah, and Joerg Osterrieder
Yukun Liu and AlehTsyvinski – Common risk factors in cryptocurrencies
Downloads
Published
How to Cite
Issue
Section
License
You are free to:
- Share — copy and redistribute the material in any medium or format for any purpose, even commercially.
- Adapt — remix, transform, and build upon the material for any purpose, even commercially.
- The licensor cannot revoke these freedoms as long as you follow the license terms.
Under the following terms:
- Attribution — You must give appropriate credit , provide a link to the license, and indicate if changes were made . You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use.
- No additional restrictions — You may not apply legal terms or technological measures that legally restrict others from doing anything the license permits.
Notices:
You do not have to comply with the license for elements of the material in the public domain or where your use is permitted by an applicable exception or limitation .
No warranties are given. The license may not give you all of the permissions necessary for your intended use. For example, other rights such as publicity, privacy, or moral rights may limit how you use the material.
