How to calculate the risk-free rate of cryptocurrencies?

by CoderApprentice   Last Updated September 11, 2019 18:27 PM

For a conference, I need to show the Sharpe ratio's of Bitcoin portfolios using different trading strategies. To calculate the Sharpe ratio, I need Bitcoin's risk-free rate. The risk-free rate for normal stock markets is usually taken from Treasury documents. But cryptocurrencies have no central government and are not affiliated to any country. So how to determine the risk-free rate for, for example, Bitcoin? Is it simply 0?



Related Questions


Updated November 27, 2017 11:27 AM

Updated November 14, 2018 10:27 AM

Updated April 26, 2019 13:27 PM

Updated November 15, 2017 10:27 AM

Updated November 14, 2017 12:27 PM