For a six-year period (2018–2024), the S&P 500 stock market index and Bitcoin prices are analyzed for patterns and statistical features in this report. Descriptive statistics are being thoroughly analyzed in order to comprehend the central patterns and variability of both datasets. By computing and showing correlation coefficients every six months, the analysis delves deeper into the datasets trends and examines the relationship between them. In conclusion, this study evaluates whether formal tests and visual inspection are used to determine whether the prices of Bitcoin and the S&P 500 follow a normal distribution. The analysis's conclusions shed light on how these two financial instruments behave and interact, facilitating data-driven decision-making.

Part Seven: Cox Proportional-Hazards Regression Simulation

Summary of my Project for Advanced Analytics so far.

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