Correlation analysis
analyze_correlationReturn the Pearson correlation of each currency's daily returns with base over a window (−1..1), plus the number of overlapping observations. Use for diversification or co-movement questions such as "does CHF track EUR?". currencies is required and comma-separated; a non-USD base is usually more meaningful. Use analyze_volatility for dispersion and analyze_history for raw change. Defaults: 365-day window ending today. Returns { base, from, to, results[] }; correlation is null when it is undefined for the window. Requires a signed-in connection and the Growth plan or higher; each successful call bills 1 API request.
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": {
"currencies": "<currencies>"
},
"name": "analyze_correlation"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| to | No | Window end YYYY-MM-DD (UTC). Defaults to today. | |
| base | No | Reference currency to correlate against (3-letter ISO 4217). Defaults to USD (a non-USD base is more meaningful). | |
| from | No | Window start YYYY-MM-DD (UTC). Defaults to 365 days before `to`. | |
| currencies | Yes | Comma-separated currencies to correlate with `base`, e.g. GBP,CHF,SEK. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| to | Yes | ||
| base | Yes | ||
| from | Yes | ||
| results | Yes |