Matrice de corrélation du Bitcoin
Macro et corrélations · Centre d'indicateurs CoinBoss
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Source : cours de clôture quotidiens de Yahoo Finance (BTC-USD / ETH-USD / GLD / ^GSPC / DXY). Corrélation de Pearson sur les rendements logarithmiques, uniquement pour les jours de bourse communs, actualisée toutes les 6 heures. Les actifs traditionnels ne cotent pas le week-end : le nombre de jours appariés est donc inférieur au nombre de jours calendaires.
Reading the matrix
Each cell is the Pearson correlation of the two assets' daily log returns: +1 fully synchronized, -1 fully inverse, 0 no linear relation. Deeper red = stronger positive, deeper blue = stronger negative. Switch 30d/90d/1y windows — short windows are noisy, long ones more stable.
Typical patterns
BTC and ETH stay highly correlated (0.7–0.9). BTC's equity correlation swings with macro cycles, rising during easy-liquidity regimes; the DXY correlation is negative most of the time; gold correlation is usually weak and unstable — the 'digital gold' narrative only holds sometimes.