cross_asset
Rolling cross-asset correlation: BTC vs Gold, DXY, Nasdaq, S&P500, 10Y Treasury yield, EUR/USD, oil, VIX, and any other Yahoo Finance symbol. Returns Pearson correlation (full period + rolling window) with trend and interpretation. No API key required.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| base | No | Base asset key or Yahoo Finance symbol (default: btc → BTC-USD) | |
| action | Yes | correlation=compute correlation between base and targets, assets_list=list available asset keys and Yahoo symbols, heatmap=full correlation matrix for a set of assets | |
| assets | No | Comma-separated assets for heatmap (default: btc,gold,dxy,ndx,spx,t10y,oil) | |
| period | No | Lookback period (default: 1y) | |
| window | No | Rolling window in trading days (default: 30, range: 5-252) | |
| targets | No | Comma-separated target asset keys or Yahoo symbols. Default: gold,dxy,ndx,spx,t10y,vix. Use assets_list action to see available keys. |