قياس علاقة مخاطر أسعار صرف العملات الافتراضية مع عوائد المحفظة الاستثمارية

Abstract EN

The research sought to study the measurement of the risk of virtual currencies in the forex market, and the research problem was represented by the main question about how to manage investment in virtual currencies in the context of electronic trading and the mechanism for trading in them? In the forex market in question, by analyzing data (daily) from indicators or financial analysis windows in the forex markets.

The research reached several conclusions, the most important of which was observed that there is a global and international demand for currencies and trading in them as a result that the platforms began to provide data on all currencies and more accurate statistics with the help of algorithms to finally appear to users, and the existence of an impact relationship between returns and risk, as the higher the returns, the lower the degree of risk that It is exposed to dealers in the Forex market.

The statistical test results of the ARCh model are not homogeneous, and this means that the model is acceptable and can be used in the forex market in the field of virtual currencies.