Lukas Weniger

2 Questions 3 Answers 0 Followers

Questions related from Lukas Weniger

Correlation of Returns does not match correlation of absolute values?

Hi, I want to calculate the correlation of the Bitcoin price with some other asset classes such as gold or oil. Therefore, I use the daily returns in percent of each asset and simply apply the...

12 November 2019 6,722 2 View

Correlation of Returns does not match correlation of absolute values?

Hi, I want to calculate the correlation of the Bitcoin price with some other asset classes such as gold or oil. Therefore, I use the daily returns in percent of each asset and simply apply the...

11 November 2019 5,775 2 View