Correlation matrix for position sizing and hedging
correlation_matrixConcentration-risk check for a crypto portfolio: Pearson correlation of 1h log returns between up to 12 Binance spot pairs over up to 200 closed hours, with the most and least correlated pairs, for position sizing and hedging. 0.25 USDC base (new payers 0.25, >10 payments 0.175; 5 pack calls). After: regime for the least correlated pairs (the result's next field has the exact call).
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": {
"symbols": "<symbols>"
},
"name": "correlation_matrix"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| bars | No | ||
| symbols | Yes | ||
| payment_tx | No | Hash of a USDC transfer on Base to payTo (≥ the price, ≤ 72 h old) instead of an x402 signature. | |
| bundle_token | No | Token from buy_signal_pack, buy_subscription (pro/desk) or buy_enterprise instead of paying per call. | |
| payer_address | No | Wallet you pay from: the payment-required error quotes your tier (0 payments base price (new-payer surcharge paused), 1-10 base, >10 -30 %) and, from the third payment, an upgrade with your own spend. |