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The article explores the correlation strength of the ten most important cryptocurrencies, emphasizing the examination of differences during the periods of rising and falling prices. The daily and weekly returns of selected cryptocurrencies are taken as the basis for calculating and determining the correlation strength using the Pearson correlation coefficient. The survey covers the period from the beginning of 2017 to Bitcoin's last local bottom in mid-March 2020. Research findings are asdoi:10.21511/imfi.17(3).2020.06 fatcat:vjikl26b4vbifbbfflfxjxxxmm