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The CAPM model is based on the relationship existing between an asset and its benchmark market; assuming that the bitcoin could be thought as a currency, according to me, you should take the mean of returns over all the currencies traded and then regress the BTCUSD on the the average currency market returns. Indeed, although the EURUSD is one of the most ...


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You can apply the Kolmogorov-Smirnov test. I simply quote from the entry: "The two-sample K–S test is one of the most useful and general nonparametric methods for comparing two samples, as it is sensitive to differences in both location and shape of the empirical cumulative distribution functions of the two samples." There is an R-implementation too.



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