Correlation
get_correlation[DRILL-DOWN] Return-correlation + beta of a coin to BTC and ETH over a 7d window of 15m log returns, plus its most/least correlated peers. Descriptive statistic (correlation is not causation). Same data as REST /correlation/{coin}.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| coin | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| coin | Yes | ||
| to_btc | No | ||
| to_eth | No | ||
| disclaimer | No | ||
| most_correlated | No | ||
| least_correlated | No |