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.
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
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