Bitcoin and the S&P 500: Beta and Pearson Correlation Coefficient
bitcoin-sp500-beta-correlation-coefficient Bitcoin and S&P 500 data from 2013-2018.
Bitcoin data: Open, high, low, close, volume, market cap.
S&P data: Open, high, low, close, adj. close, volume.
Weekends and holidays removed to make BTC and S&P comparable.
Includes calculations for beta and the Pearson Correlation Coefficient for the following periods:
(2018, Q4 2018, Q3 2018, Q2 2018, Q1 2018, 2017, 2016, 2015, and 2015-2018)