Backtesting Arena

Backtesting Arena

Asset Correlation

Correlation· DE: Asset-Korrelation

How Bitcoin's returns co-move with other assets and macro factors right now — a cross-asset correlation matrix answering 'does BTC trade like a risk asset today?'.

Calculation
Pearson correlation of daily returns over rolling 90d/1y/5y windows between BTC and gold, S&P 500, Nasdaq-100, the US Dollar Index and 14 macro components. Headline = equity coupling (mean of S&P/Nasdaq 1y correlation).
Unit & source
coefficient_-1_1 · tradingstrategies.work BTC × Macro/Asset-Correlation methodology

Related terms

Knowledge objects measuring this

Definitions are for research and education. Metrics describe market conditions — not financial advice or a buy/sell signal.