Bitcoin Risk, Volatility & Diversification Benefits

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deepthi_hn
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This video discusses the risk and diversification benefits of Bitcoin (BTC). I analyze BTC price data from 2015 to 2021 and compare it to data for the S&P 500, Gold, and the USD/AUD exchange rate. I look at the standard deviation of returns. I then also look at return histograms to consider the returns' skewness and kurtosis. Finally, I undertake a simple linear regression to explore Bitcoin's beta both over time, and recently (i.e., 2020).

* 0:00 Introduction
* 1:33 The Bitcoin price series
* 1:58 Bitcoin volatility compared
* 4:34 Bitcoin return histogram compared (skewness & kurtosis)
* 9:02 Bitcoin coefficient of variation (CV)
* 10:18 Bitcoin's beta (wrt the S&P 500): Diversification benefits
* 13:09 Overall thoughts

#Bitcoin #BTC

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Category
Crypto Trading
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