A one year chart of BTC with it's correlation to SPX below. Correlation to SPX doesn't appear very consistent to me.
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The following are rolling Pearson coefficients using Bitcoin CME futures and S&p500 futures in CSI Data Correlation Lab which is a free tool BTW found here10
Bitcoin is correlating with the gold price very tightly near term; what will cause this correlation to break down or can ... Anyone done some modeling on this?
I’m considering an Iron Condor strategy on the SPX with daily expiration based on the average 14 day open/close. Does anyone have thoughts on doing this? Thanks!