Both Bitcoin and Gold are known for their limited supply and may considered as potential hedge assets. In this repository, I conduct an analysis to investigate the correlation between BTC and Gold prices. I employ various metrics, including the correlation coefficient and rolling correlation coefficient, to quantify the relationship between these assets.

Furthermore, I compare the different performance metrics like annualized return, time under water, etc. and Sharpe ratio on a rolling basis, a measure of risk-adjusted returns between Bitcoin and Gold to gain insights into the performance of each asset in different time periods.

Visualizations are showcased by relevant graphs of the correlation and performance metrics, enabling a better understanding of the data.

I hope that the study shared in this repository will bring informative support on your investing or trading decision.