The Volmex Spot-Volatility Correlation Indices track the correlation between log-returns of cryptocurrencies and changes in their implied volatilities, calculated every minute and smoothed using exponentially-weighted moving average.
Indices Available: EVCORR Index and BVCORR Index
Span: 1 day, 3 days, 1 week, 2 weeks, 1 month, 2 months, and 3 month
Methodology: https://volmex.finance/VCORR.pdfarrow-up-right
Access: https://charts.volmex.finance/arrow-up-right
Last updated 1 year ago
