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README.md
bitcoin-sp500-beta-correlation-coefficient.xlsx

README.md

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)