get_correlation
Computes correlation matrices of returns for 2+ tickers, using a common window and optional base-currency conversion to compare cross-market co-movement.
Instructions
Correlation matrix of returns between 2+ tickers (default weekly).
Exchange holidays are forward-filled and only the common window is used.
Without `base_currency`, each series is in its own currency, so FX moves
affect the result; set e.g. base_currency="EUR" to measure as a euro
investor experiences it.
Args:
tickers: 2 or more Yahoo symbols.
start_date: YYYY-MM-DD. Defaults to 2020-01-01.
end_date: YYYY-MM-DD (exclusive).
interval: "1d", "1wk" or "1mo".
base_currency: Optional ISO code to convert all prices into first.
Returns:
The `correlation` matrix with its window and observations, plus
`missing` tickers and `warnings`; or an error dict.
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": {
"tickers": "<tickers>"
},
"name": "get_correlation"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| tickers | Yes | ||
| end_date | No | ||
| interval | No | 1wk | |
| start_date | No | 2020-01-01 | |
| base_currency | No |