/Crypto_SP500_Analysis

Investigation of a two part hypothesis that (1) cryptocurrencies are increasingly becoming exposed to risk factors of the S&P 500, (2) cryptos are increasingly correlated with each other. Findings of Fama/French Factor regression analysis inform how to balance crypto against equities (growth, value) and how to 'crypto-diversify' within a portfolio.

Primary LanguageJupyter Notebook

Stargazers