chainvectorLeadLag
Find which venue leads price moves for an asset via cross-correlation over a rolling window. Use leader signals to anticipate laggard moves on Binance within seconds.
Instructions
ChainVector lead-lag matrix: which venue's price moves FIRST for an asset (cross-correlation over a rolling window). If a leader venue just moved, laggard venues (including Binance) tend to follow within seconds.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | No | Base asset, e.g. BTC | BTC |
| window | No | Correlation window | 10m |