Analyzing Cryptos and Comparison to Other Asset Class

Cryptos as an alternative to fiat currency has always fancied market participants. With no regulatory authority in place and the decentralization of its working though has created certain skeptics in the financial world. We have tried to present the performance of one such crypto currency - Bitcoins and compared its behaviour with the other class of assets namely commodities and equities. Empirical techniques like correlation and regression analysis are performed for weekly and monthly adjusted returns of the assets and an effort is being made to model the conditional variance in the bitcoin prices. The study provided interesting results of analysing crypto behaviour relative to other assets