market_relationships
Professional multi-asset relationship analysis on timestamp-aligned closed-bar log returns. Returns a correlation matrix plus rolling correlation, OLS beta/alpha, R-squared, upside/downside correlation, relative performance, one-bar lead/lag diagnostics and a rolling log-price spread z-score versus a benchmark. Use this for BTC correlation, beta, pairs and relative-strength work; price-level correlation is deliberately not reported.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| bars | No | Default 1500, max 10000 per market. | |
| market | No | ||
| symbols | Yes | 2 to 10 markets, e.g. ETHUSDT, SOLUSDT. Benchmark is added if omitted. | |
| exchange | No | ||
| benchmark | No | Default BTCUSDT. | |
| timeframe | No | Default chart timeframe. | |
| rollingWindow | No | Latest return observations. Default 90. |