Probability Density Function of Returns


Shown above are probability density functions for 90-day log returns of various cryptocurrencies. The return \(r\) is given in percent so that \(r=5\) denotes a 5% daily return. Note that different currencies exhibit different degrees of volatility (distribution width), skewness (asymmetry), and kurtosis (sharpness of the peak). This chart is updated daily.

BTC = Bitcoin, ETH = Ethereum, BCH = Bitcoin Cash, XRP = Ripple, LTC = Litecoin, DASH = Dash, XMR = Monero, XEM = NEM, ETC = Ethereum Classic, XLM = Stellar Lumens, ZEC = Zcash, NXT = Nxt, REP = Augur, LSK = Lisk, FCT = Factom.

Raw price data courtesy of Poloniex.
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