Correlation of two metrics
correlate_metricsHow closely two metrics move together over a window: the Pearson correlation of their period-over-period changes (log changes when both stay above zero) and of their levels, and the rolling correlation of changes, from the two exact series. For example BTC's price against its exchange balance, or ETH's price against BTC's.
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"a": "<a>",
"b": "<b>"
},
"name": "correlate_metrics"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| a | Yes | A metric id as get_asset_metrics lists it, for example ckh.SpotPrice or eth.PriceUSD. | |
| b | Yes | A metric id as get_asset_metrics lists it, for example ckh.SpotPrice or eth.PriceUSD. | |
| end | No | Exclusive UNIX seconds UTC. Leave it out to read up to the latest observation. | |
| start | No | Inclusive UNIX seconds UTC. Without it fetch_metric reads the latest year of daily observations (ten years of weekly ones, every monthly and yearly one). | |
| window | No | Periods in the rolling correlation. | |
| interval | No | Resolution: 24h daily, 1w weekly, 1M monthly. get_metric_metadata gives the intervals a metric offers. | 24h |